+118.2%
SRE vs BR
+189.7%
-71.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -0.8% | -3.0% | +2.1% | +0.1% |
| 30D | -3.0% | -0.3% | -2.7% | -3.1% |
| 3M | -8.3% | +17.3% | -25.6% | -13.9% |
| 6M | -8.9% | -6.7% | -2.2% | -7.6% |
| YTD | -4.3% | -23.4% | +19.2% | +4.4% |
| 1Y | +2.7% | -32.7% | +35.4% | +17.7% |
| 3Y | +28.7% | -5.9% | +34.6% | +27.7% |
| 5Y | +47.1% | +8.4% | +38.7% | +35.2% |
| All | +118.2% | +189.7% | -71.4% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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