+396.9%
SRE vs BR
+1,281.7%
-884.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +1.5% | -5.0% | +6.5% | +3.2% |
| 30D | +0.8% | -2.5% | +3.3% | +1.5% |
| 3M | -5.8% | +13.5% | -19.3% | -10.5% |
| 6M | -7.8% | -9.4% | +1.6% | -5.7% |
| YTD | -2.4% | -23.3% | +20.9% | +5.6% |
| 1Y | +8.9% | -31.6% | +40.5% | +22.7% |
| 3Y | +31.1% | -5.1% | +36.1% | +29.7% |
| 5Y | +48.6% | +8.2% | +40.4% | +37.7% |
| 10Y | +126.1% | +189.8% | -63.7% | +42.1% |
| All | +396.9% | +1,281.7% | -884.8% | +57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling