+1,507.7%
SRE vs BN
+7,712.9%
-6,205.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.5% |
| 7D | -0.3% | -2.5% | +2.1% | +0.4% |
| 30D | -0.7% | -9.5% | +8.8% | +2.3% |
| 3M | -6.3% | -10.4% | +4.1% | -3.3% |
| 6M | -10.7% | -6.4% | -4.3% | -9.5% |
| YTD | -3.5% | -11.9% | +8.4% | -0.7% |
| 1Y | +5.3% | -8.6% | +13.9% | +6.7% |
| 3Y | +31.8% | +77.6% | -45.8% | +5.9% |
| 5Y | +47.4% | +37.0% | +10.3% | +25.4% |
| 10Y | +120.6% | +266.4% | -145.8% | +36.1% |
| All | +1,507.7% | +7,712.9% | -6,205.1% | +432.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling