+47.3%
SRE vs BURL
-12.4%
+59.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.5% | +0.4% |
| 7D | -8.4% | +7.7% | -16.1% | -9.0% |
| 30D | -3.2% | -7.1% | +4.0% | -2.6% |
| 3M | -5.3% | -30.3% | +25.0% | -2.3% |
| 6M | -12.6% | -15.5% | +2.9% | -11.6% |
| YTD | -8.8% | -11.0% | +2.2% | -8.4% |
| 1Y | -13.4% | -8.4% | -5.0% | -13.5% |
| 3Y | +24.4% | +96.7% | -72.3% | +14.3% |
| 5Y | +47.3% | -14.1% | +61.4% | +43.4% |
| All | +47.3% | -12.4% | +59.7% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling