+31.2%
SRE vs BBWI
-47.8%
+79.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.3% | +5.8% | -0.1% |
| 7D | +1.5% | -4.4% | +5.9% | +1.8% |
| 30D | +0.8% | -7.4% | +8.2% | +1.3% |
| 3M | -5.8% | -2.2% | -3.6% | -6.0% |
| 6M | -7.8% | -16.3% | +8.5% | -7.0% |
| YTD | -2.4% | -9.1% | +6.8% | -2.4% |
| 1Y | +8.9% | -34.5% | +43.4% | +12.4% |
| All | +31.2% | -47.8% | +79.1% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling