+1,507.7%
SRE vs BTI
+2,510.7%
-1,003.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | -0.3% | -1.4% | +1.1% | +0.1% |
| 30D | -0.7% | -6.6% | +5.9% | +1.1% |
| 3M | -6.3% | -3.0% | -3.3% | -5.7% |
| 6M | -10.7% | -6.7% | -4.0% | -9.4% |
| YTD | -3.5% | +0.6% | -4.0% | -4.1% |
| 1Y | +5.3% | +5.6% | -0.3% | +3.1% |
| 3Y | +31.8% | +110.3% | -78.5% | +6.1% |
| 5Y | +47.4% | +114.3% | -66.9% | +17.4% |
| 10Y | +120.6% | +67.7% | +52.9% | +81.4% |
| All | +1,507.7% | +2,510.7% | -1,003.0% | +695.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling