+118.2%
SRE vs BRKR
+155.3%
-37.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.7% |
| 7D | -0.8% | -8.7% | +7.8% | +0.7% |
| 30D | -3.0% | -9.9% | +6.9% | -1.5% |
| 3M | -8.3% | -3.1% | -5.2% | -8.9% |
| 6M | -8.9% | +45.5% | -54.4% | -17.2% |
| YTD | -4.3% | +13.7% | -18.0% | -9.3% |
| 1Y | +2.7% | +67.4% | -64.7% | -11.1% |
| 3Y | +28.7% | -13.2% | +41.9% | +22.7% |
| 5Y | +47.1% | -39.5% | +86.6% | +51.8% |
| All | +118.2% | +155.3% | -37.1% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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