-7.7%
SRE vs BNS
+52.0%
-59.6%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.0% | -5.8% | -3.1% |
| 7D | -2.1% | +2.0% | -4.1% | -2.3% |
| 30D | +6.1% | +7.8% | -1.7% | +5.3% |
| 3M | -3.5% | +11.7% | -15.2% | -4.4% |
| 6M | -10.8% | +28.2% | -39.0% | -13.5% |
| YTD | -4.0% | +34.8% | -38.8% | -8.3% |
| 1Y | -7.7% | +51.1% | -58.7% | -13.3% |
| All | -7.7% | +52.0% | -59.6% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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