+118.2%
SRE vs BDX
+59.3%
+58.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | -0.8% | -3.2% | +2.3% | +0.1% |
| 30D | -3.0% | -2.5% | -0.5% | -2.4% |
| 3M | -8.3% | +21.4% | -29.7% | -14.4% |
| 6M | -8.9% | +10.4% | -19.3% | -12.5% |
| YTD | -4.3% | +18.8% | -23.1% | -10.6% |
| 1Y | +2.7% | +21.7% | -19.0% | -5.0% |
| 3Y | +28.7% | -10.0% | +38.6% | +30.3% |
| 5Y | +47.1% | -1.8% | +49.0% | +42.8% |
| All | +118.2% | +59.3% | +58.9% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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