+118.2%
SRE vs BBWI
-55.0%
+173.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.4% | -7.2% | -1.5% |
| 7D | -0.8% | -4.8% | +4.0% | -0.4% |
| 30D | -3.0% | +3.5% | -6.5% | -3.5% |
| 3M | -8.3% | -0.3% | -8.0% | -8.7% |
| 6M | -8.9% | -5.4% | -3.5% | -9.3% |
| YTD | -4.3% | -4.7% | +0.5% | -5.0% |
| 1Y | +2.7% | -30.5% | +33.2% | +5.0% |
| 3Y | +28.7% | -44.3% | +73.0% | +31.7% |
| 5Y | +47.1% | -66.9% | +114.0% | +56.4% |
| All | +118.2% | -55.0% | +173.2% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling