+124.1%
SRE vs BURL
+254.9%
-130.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | -5.6% | -0.8% | -4.8% | -5.5% |
| 30D | -4.5% | -4.4% | 0.0% | -3.9% |
| 3M | -7.7% | -28.6% | +20.9% | -3.1% |
| 6M | -14.4% | -12.3% | -2.1% | -13.3% |
| YTD | -9.4% | -11.3% | +1.9% | -8.8% |
| 1Y | -13.8% | -10.4% | -3.4% | -13.6% |
| 3Y | +22.2% | +96.1% | -73.9% | +4.1% |
| 5Y | +50.5% | -5.0% | +55.5% | +41.7% |
| 10Y | +124.1% | +251.8% | -127.7% | +85.3% |
| All | +124.1% | +254.9% | -130.8% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling