+1,507.7%
SRE vs BBWI
+406.2%
+1,101.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.5% | -1.0% |
| 7D | -0.3% | +1.5% | -1.8% | -0.6% |
| 30D | -0.7% | -5.2% | +4.5% | -0.2% |
| 3M | -6.3% | +11.1% | -17.4% | -8.4% |
| 6M | -10.7% | -13.4% | +2.7% | -9.9% |
| YTD | -3.5% | +0.1% | -3.6% | -5.1% |
| 1Y | +5.3% | -36.1% | +41.4% | +9.7% |
| 3Y | +31.8% | -44.1% | +75.9% | +35.6% |
| 5Y | +47.4% | -66.2% | +113.6% | +58.3% |
| 10Y | +120.6% | -54.8% | +175.3% | +98.0% |
| All | +1,507.7% | +406.2% | +1,101.5% | +681.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling