-7.7%
SRE vs BTI
+24.7%
-32.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.4% | -6.3% | -3.6% |
| 7D | -2.1% | +5.3% | -7.4% | -3.3% |
| 30D | +6.1% | +19.1% | -13.0% | +1.9% |
| 3M | -3.5% | +6.5% | -10.0% | -5.0% |
| 6M | -10.8% | +9.4% | -20.2% | -13.0% |
| YTD | -4.0% | +14.4% | -18.4% | -7.9% |
| 1Y | -7.7% | +23.9% | -31.5% | -12.6% |
| All | -7.7% | +24.7% | -32.3% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 1y: compounded portfolio wealth divided by compounded BTI 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…
1y analysis · Full analysis span regression · 6 months rolling