+1,507.7%
SRE vs BAX
+204.1%
+1,303.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | -0.3% | -1.1% | +0.8% | -0.1% |
| 30D | -0.7% | -5.5% | +4.7% | +0.5% |
| 3M | -6.3% | +33.5% | -39.8% | -13.2% |
| 6M | -10.7% | +35.9% | -46.5% | -18.0% |
| YTD | -3.5% | +35.4% | -38.8% | -12.1% |
| 1Y | +5.3% | +9.8% | -4.5% | +0.4% |
| 3Y | +31.8% | -32.7% | +64.5% | +38.4% |
| 5Y | +47.4% | -65.6% | +112.9% | +82.3% |
| 10Y | +120.6% | -34.9% | +155.5% | +132.5% |
| All | +1,507.7% | +204.1% | +1,303.6% | +1,216.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BAX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling