+1,479.7%
SRE vs BNS
+1,463.9%
+15.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.2% |
| 7D | +1.5% | -1.3% | +2.7% | +2.0% |
| 30D | +0.8% | +4.0% | -3.2% | -1.1% |
| 3M | -5.8% | +13.8% | -19.6% | -11.2% |
| 6M | -7.8% | +32.7% | -40.5% | -18.7% |
| YTD | -2.4% | +27.6% | -29.9% | -12.7% |
| 1Y | +8.9% | +47.4% | -38.5% | -8.5% |
| 3Y | +31.1% | +129.0% | -97.9% | -9.4% |
| 5Y | +48.6% | +92.7% | -44.1% | +9.3% |
| 10Y | +126.1% | +182.1% | -55.9% | +38.4% |
| All | +1,479.7% | +1,463.9% | +15.8% | +282.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling