+43.7%
SRE vs BROS
+33.7%
+10.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -1.0% |
| 7D | -0.7% | -6.1% | +5.4% | -0.3% |
| 30D | -1.7% | -12.4% | +10.6% | -1.1% |
| 3M | -7.1% | -27.9% | +20.9% | -5.6% |
| 6M | -8.4% | -16.8% | +8.4% | -7.9% |
| YTD | -3.5% | -29.0% | +25.5% | -2.2% |
| 1Y | +5.4% | -33.2% | +38.6% | +7.0% |
| 3Y | +29.5% | +56.8% | -27.2% | +24.0% |
| All | +43.7% | +33.7% | +10.0% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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