+1,423.6%
SRE vs BAX
+203.0%
+1,220.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.2% | +1.5% |
| 7D | -1.1% | +0.4% | -1.4% | -1.2% |
| 30D | -4.1% | +3.4% | -7.5% | -5.2% |
| 3M | -7.3% | -4.5% | -2.9% | -6.7% |
| 6M | -14.1% | +44.0% | -58.1% | -22.2% |
| YTD | -8.5% | +34.9% | -43.4% | -17.0% |
| 1Y | -12.0% | +37.9% | -49.9% | -20.8% |
| 3Y | +23.4% | -17.1% | +40.4% | +22.4% |
| 5Y | +51.3% | -64.3% | +115.6% | +84.6% |
| 10Y | +126.3% | -35.9% | +162.2% | +138.3% |
| All | +1,423.6% | +203.0% | +1,220.6% | +1,143.2% |
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