+48.6%
SRE vs BEN
+40.0%
+8.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | +1.5% | +3.4% | -1.9% | +0.7% |
| 30D | +0.8% | +1.8% | -1.0% | +0.3% |
| 3M | -5.8% | +8.4% | -14.2% | -7.8% |
| 6M | -7.8% | +35.6% | -43.4% | -14.9% |
| YTD | -2.4% | +46.4% | -48.7% | -11.9% |
| 1Y | +8.9% | +46.3% | -37.4% | -2.0% |
| 3Y | +31.1% | +54.6% | -23.5% | +13.6% |
| 5Y | +48.6% | +39.4% | +9.2% | +26.9% |
| All | +48.6% | +40.0% | +8.6% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling