+1,770.8%
SRE vs BB
+325.0%
+1,445.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +1.1% |
| 7D | -1.1% | +9.0% | -10.0% | -1.5% |
| 30D | -4.1% | +7.7% | -11.8% | -4.6% |
| 3M | -7.3% | +4.0% | -11.3% | -7.8% |
| 6M | -14.1% | +46.6% | -60.8% | -16.5% |
| YTD | -8.5% | +140.6% | -149.1% | -13.4% |
| 1Y | -12.0% | +103.1% | -115.1% | -16.1% |
| 3Y | +23.4% | +150.5% | -127.2% | +14.8% |
| 5Y | +51.3% | -15.4% | +66.7% | +46.3% |
| 10Y | +126.3% | +25.4% | +100.8% | +103.0% |
| All | +1,770.8% | +325.0% | +1,445.8% | +1,747.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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