+1,526.3%
SRE vs BDX
+855.9%
+670.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | +1.5% | -3.6% | +5.0% | +2.4% |
| 30D | +0.8% | +0.7% | +0.1% | +0.5% |
| 3M | -5.8% | +19.0% | -24.7% | -10.3% |
| 6M | -7.8% | +10.8% | -18.6% | -10.7% |
| YTD | -2.4% | +20.1% | -22.5% | -7.6% |
| 1Y | +8.9% | +23.1% | -14.2% | +2.2% |
| 3Y | +31.1% | -8.8% | +39.9% | +31.4% |
| 5Y | +48.6% | -1.4% | +50.0% | +45.3% |
| 10Y | +126.1% | +60.5% | +65.6% | +93.4% |
| All | +1,526.3% | +855.9% | +670.4% | +880.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling