+5.4%
SRE vs BEN
+43.6%
-38.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.2% | -1.1% |
| 7D | -0.7% | +0.3% | -1.0% | -0.7% |
| 30D | -1.7% | +0.9% | -2.6% | -1.8% |
| 3M | -7.1% | +9.2% | -16.2% | -7.6% |
| 6M | -8.4% | +36.8% | -45.1% | -10.4% |
| YTD | -3.5% | +44.4% | -47.9% | -6.9% |
| 1Y | +5.4% | +45.8% | -40.4% | +1.3% |
| All | +5.4% | +43.6% | -38.2% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling