+118.2%
SRE vs BNS
+188.9%
-70.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.4% | -1.1% |
| 7D | -0.8% | -0.4% | -0.4% | -0.7% |
| 30D | -3.0% | +3.5% | -6.5% | -4.9% |
| 3M | -8.3% | +14.1% | -22.4% | -14.5% |
| 6M | -8.9% | +33.8% | -42.7% | -21.8% |
| YTD | -4.3% | +29.5% | -33.7% | -16.6% |
| 1Y | +2.7% | +48.4% | -45.7% | -16.7% |
| 3Y | +28.7% | +129.6% | -100.9% | -17.5% |
| 5Y | +47.1% | +96.1% | -48.9% | +0.6% |
| All | +118.2% | +188.9% | -70.7% | +7.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling