+28.7%
SRE vs BRO
-7.6%
+36.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -0.8% | -7.3% | +6.5% | +0.3% |
| 30D | -3.0% | -6.9% | +3.9% | -2.0% |
| 3M | -8.3% | +10.7% | -19.0% | -10.5% |
| 6M | -8.9% | -2.7% | -6.2% | -8.8% |
| YTD | -4.3% | -16.3% | +12.1% | -0.9% |
| 1Y | +2.7% | -29.1% | +31.8% | +11.3% |
| 3Y | +28.7% | -7.8% | +36.5% | +32.2% |
| All | +28.7% | -7.6% | +36.3% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 3y: compounded portfolio wealth divided by compounded BRO 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…
3y analysis · Full analysis span regression · 6 months rolling