+130.2%
SRE vs BBWI
-47.4%
+177.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.5% |
| 7D | +1.8% | +0.1% | +1.6% | +1.7% |
| 30D | -3.0% | +12.9% | -15.9% | -4.3% |
| 3M | -7.3% | +16.0% | -23.2% | -9.1% |
| 6M | -11.9% | +16.6% | -28.5% | -14.1% |
| YTD | -7.9% | +9.7% | -17.6% | -10.1% |
| 1Y | -11.1% | +1.5% | -12.6% | -13.1% |
| 3Y | +24.8% | -21.4% | +46.2% | +22.7% |
| 5Y | +52.4% | -67.6% | +119.9% | +62.9% |
| All | +130.2% | -47.4% | +177.6% | +83.7% |
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