+128.5%
SRE vs BURL
+244.4%
-115.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.2% |
| 7D | -1.1% | +0.4% | -1.5% | -1.1% |
| 30D | -4.1% | -4.3% | +0.2% | -3.6% |
| 3M | -7.3% | -28.8% | +21.5% | -2.6% |
| 6M | -14.1% | -12.8% | -1.3% | -13.0% |
| YTD | -8.5% | -12.8% | +4.3% | -7.7% |
| 1Y | -12.0% | -12.3% | +0.2% | -11.5% |
| 3Y | +23.4% | +92.7% | -69.3% | +5.3% |
| 5Y | +51.3% | -6.5% | +57.9% | +42.9% |
| All | +128.5% | +244.4% | -115.9% | +88.3% |
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