+45.5%
SRE vs BTG
+78.0%
-32.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -0.8% | -3.8% | +2.9% | -0.5% |
| 30D | -3.0% | +3.6% | -6.6% | -3.4% |
| 3M | -8.3% | +32.0% | -40.3% | -11.1% |
| 6M | -8.9% | +3.4% | -12.3% | -9.9% |
| YTD | -4.3% | +20.8% | -25.1% | -7.6% |
| 1Y | +2.7% | +22.4% | -19.7% | -1.5% |
| 3Y | +28.7% | +91.7% | -63.0% | +13.4% |
| All | +45.5% | +78.0% | -32.5% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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