+130.2%
SRE vs BEN
+58.7%
+71.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +1.8% | +6.8% | -5.0% | -0.1% |
| 30D | -3.0% | +18.0% | -21.0% | -7.4% |
| 3M | -7.3% | +7.5% | -14.7% | -9.3% |
| 6M | -11.9% | +14.7% | -26.6% | -15.7% |
| YTD | -7.9% | +56.1% | -64.0% | -19.7% |
| 1Y | -11.1% | +69.6% | -80.7% | -24.4% |
| 3Y | +24.8% | +87.7% | -62.9% | +0.7% |
| 5Y | +52.4% | +28.6% | +23.7% | +34.2% |
| All | +130.2% | +58.7% | +71.4% | +59.1% |
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