+51.3%
SRE vs BROS
-49.1%
+100.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.7% | +1.2% |
| 7D | -1.1% | -2.5% | +1.4% | -0.9% |
| 30D | -4.1% | -11.2% | +7.1% | -3.5% |
| 3M | -7.3% | -33.9% | +26.6% | -5.0% |
| 6M | -14.1% | -33.5% | +19.4% | -12.4% |
| YTD | -8.5% | -44.9% | +36.4% | -5.7% |
| 1Y | -12.0% | -41.5% | +29.5% | -9.8% |
| 3Y | +23.4% | +22.4% | +0.9% | +18.2% |
| 5Y | +51.3% | -45.7% | +97.0% | +47.1% |
| All | +51.3% | -49.1% | +100.4% | +47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling