-11.1%
SRE vs BROS
-37.3%
+26.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.5% | -5.8% | +0.5% |
| 7D | +1.8% | +6.3% | -4.6% | +1.6% |
| 30D | -3.0% | -8.3% | +5.4% | -2.6% |
| 3M | -7.3% | -29.8% | +22.5% | -6.9% |
| 6M | -11.9% | -25.8% | +13.9% | -12.1% |
| YTD | -7.9% | -41.4% | +33.5% | -7.5% |
| 1Y | -11.1% | -35.2% | +24.0% | -11.0% |
| All | -11.1% | -37.3% | +26.1% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling