+1,874.1%
SRE vs BB
+258.8%
+1,615.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.3% | -5.6% | +5.3% | 0.0% |
| 30D | -0.7% | -11.8% | +11.1% | -0.2% |
| 3M | -6.3% | -25.5% | +19.2% | -5.3% |
| 6M | -10.7% | +121.3% | -131.9% | -14.9% |
| YTD | -3.5% | +103.2% | -106.6% | -7.7% |
| 1Y | +5.3% | +102.6% | -97.3% | +0.5% |
| 3Y | +31.8% | +37.5% | -5.7% | +26.3% |
| 5Y | +47.4% | -30.4% | +77.8% | +44.1% |
| 10Y | +120.6% | 0.0% | +120.6% | +100.6% |
| All | +1,874.1% | +258.8% | +1,615.3% | +1,870.7% |
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