+48.6%
SRE vs BN
+33.2%
+15.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | 0.0% |
| 7D | +1.5% | -3.0% | +4.5% | +2.3% |
| 30D | +0.8% | -13.0% | +13.8% | +4.6% |
| 3M | -5.8% | -15.2% | +9.4% | -1.7% |
| 6M | -7.8% | -5.9% | -1.9% | -6.9% |
| YTD | -2.4% | -15.8% | +13.4% | +1.4% |
| 1Y | +8.9% | -12.2% | +21.1% | +11.3% |
| 3Y | +31.1% | +72.2% | -41.1% | +7.9% |
| 5Y | +48.6% | +33.2% | +15.4% | +26.3% |
| All | +48.6% | +33.2% | +15.4% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling