+1,392.4%
SRE vs BG
+1,181.2%
+211.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +1.5% | +0.5% | +0.9% | +1.3% |
| 30D | +0.8% | +10.3% | -9.5% | -1.3% |
| 3M | -5.8% | -1.9% | -3.9% | -5.6% |
| 6M | -7.8% | +5.2% | -13.1% | -9.2% |
| YTD | -2.4% | +41.2% | -43.5% | -9.7% |
| 1Y | +8.9% | +50.5% | -41.6% | -1.0% |
| 3Y | +31.1% | +19.9% | +11.2% | +23.4% |
| 5Y | +48.6% | +86.7% | -38.1% | +25.3% |
| 10Y | +126.1% | +167.5% | -41.3% | +68.5% |
| All | +1,392.4% | +1,181.2% | +211.2% | +779.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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