+46.8%
SRE vs BTDR
+19.6%
+27.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.7% | -4.5% | -0.9% |
| 7D | -0.8% | -3.4% | +2.6% | -0.7% |
| 30D | -3.0% | +32.6% | -35.6% | -4.0% |
| 3M | -8.3% | -32.2% | +23.9% | -7.6% |
| 6M | -8.9% | +52.4% | -61.3% | -11.3% |
| YTD | -4.3% | +6.7% | -11.0% | -5.8% |
| 1Y | +2.7% | -15.2% | +18.0% | +1.2% |
| 3Y | +28.7% | +14.9% | +13.8% | +23.3% |
| 5Y | +47.1% | +20.8% | +26.4% | +42.9% |
| All | +46.8% | +19.6% | +27.2% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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