+48.0%
SRE vs BTDR
+15.3%
+32.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | -1.0% |
| 7D | -0.7% | -3.2% | +2.5% | -0.6% |
| 30D | -1.7% | +32.7% | -34.4% | -2.7% |
| 3M | -7.1% | -28.4% | +21.3% | -6.5% |
| 6M | -8.4% | +51.7% | -60.1% | -10.7% |
| YTD | -3.5% | +2.9% | -6.4% | -5.0% |
| 1Y | +5.4% | -15.5% | +20.9% | +3.8% |
| 3Y | +29.5% | 0.0% | +29.5% | +24.3% |
| 5Y | +48.3% | +16.5% | +31.9% | +44.2% |
| All | +48.0% | +15.3% | +32.7% | +44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling