+439.3%
SRE vs BTG
+385.9%
+53.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.6% |
| 7D | +1.5% | +2.4% | -0.9% | +1.3% |
| 30D | +0.8% | +9.5% | -8.7% | +0.3% |
| 3M | -5.8% | +38.5% | -44.3% | -7.4% |
| 6M | -7.8% | +5.6% | -13.5% | -8.5% |
| YTD | -2.4% | +23.9% | -26.3% | -4.0% |
| 1Y | +8.9% | +32.1% | -23.2% | +6.5% |
| 3Y | +31.1% | +103.2% | -72.1% | +24.7% |
| 5Y | +48.6% | +79.7% | -31.1% | +41.4% |
| 10Y | +126.1% | +159.1% | -33.0% | +109.5% |
| All | +439.3% | +385.9% | +53.4% | +406.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling