+120.0%
SRE vs BEN
+56.7%
+63.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.2% | -0.8% |
| 7D | -0.7% | +0.3% | -1.0% | -0.8% |
| 30D | -1.7% | +0.9% | -2.6% | -2.0% |
| 3M | -7.1% | +9.2% | -16.2% | -9.5% |
| 6M | -8.4% | +36.8% | -45.1% | -16.4% |
| YTD | -3.5% | +44.4% | -47.9% | -13.5% |
| 1Y | +5.4% | +45.8% | -40.4% | -6.0% |
| 3Y | +29.5% | +52.5% | -23.0% | +11.7% |
| 5Y | +48.3% | +37.7% | +10.6% | +28.0% |
| All | +120.0% | +56.7% | +63.3% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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