+1,526.3%
SRE vs BBY
+2,008.9%
-482.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.4% |
| 7D | +1.5% | +1.2% | +0.3% | +1.3% |
| 30D | +0.8% | +6.8% | -6.0% | +0.1% |
| 3M | -5.8% | +18.7% | -24.5% | -7.6% |
| 6M | -7.8% | +37.3% | -45.1% | -11.2% |
| YTD | -2.4% | +35.3% | -37.7% | -5.9% |
| 1Y | +8.9% | +20.7% | -11.8% | +6.0% |
| 3Y | +31.1% | +39.4% | -8.4% | +24.2% |
| 5Y | +48.6% | -1.5% | +50.1% | +43.9% |
| 10Y | +126.1% | +239.8% | -113.7% | +92.5% |
| All | +1,526.3% | +2,008.9% | -482.6% | +1,217.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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