-11.1%
SRE vs BBWI
+0.1%
-11.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.7% |
| 7D | +1.8% | +0.1% | +1.6% | +1.7% |
| 30D | -3.0% | +12.9% | -15.9% | -3.2% |
| 3M | -7.3% | +16.0% | -23.2% | -7.6% |
| 6M | -11.9% | +16.6% | -28.5% | -12.3% |
| YTD | -7.9% | +9.7% | -17.6% | -7.6% |
| 1Y | -11.1% | +1.5% | -12.6% | -11.0% |
| All | -11.1% | +0.1% | -11.3% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling