+1,434.4%
SRE vs BN
+7,855.3%
-6,420.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.2% |
| 7D | +1.8% | -1.0% | +2.7% | +2.0% |
| 30D | -3.0% | +14.0% | -17.0% | -7.1% |
| 3M | -7.3% | -9.0% | +1.8% | -4.8% |
| 6M | -11.9% | -8.8% | -3.1% | -9.9% |
| YTD | -7.9% | -10.3% | +2.4% | -6.0% |
| 1Y | -11.1% | -5.8% | -5.3% | -10.8% |
| 3Y | +24.8% | +94.8% | -70.0% | -2.6% |
| 5Y | +52.4% | +31.5% | +20.9% | +31.3% |
| 10Y | +127.9% | +291.9% | -164.0% | +37.5% |
| All | +1,434.4% | +7,855.3% | -6,420.9% | +403.9% |
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