+43.7%
SRE vs BROS
+43.3%
+0.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.4% | -0.7% |
| 7D | -0.3% | -6.7% | +6.4% | 0.0% |
| 30D | -0.7% | -29.1% | +28.3% | +1.0% |
| 3M | -6.3% | -16.7% | +10.4% | -5.7% |
| 6M | -10.7% | -11.6% | +1.0% | -10.5% |
| YTD | -3.5% | -23.9% | +20.4% | -2.6% |
| 1Y | +5.3% | -34.8% | +40.1% | +7.1% |
| 3Y | +31.8% | +62.1% | -30.3% | +25.9% |
| All | +43.7% | +43.3% | +0.4% | +38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling