+2.7%
SRE vs BN
-14.1%
+16.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -0.8% | -5.2% | +4.4% | -0.5% |
| 30D | -3.0% | -14.5% | +11.5% | -1.8% |
| 3M | -8.3% | -15.0% | +6.7% | -7.0% |
| 6M | -8.9% | -5.4% | -3.5% | -8.8% |
| YTD | -4.3% | -16.4% | +12.2% | -3.0% |
| 1Y | +2.7% | -16.2% | +19.0% | +3.3% |
| All | +2.7% | -14.1% | +16.9% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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