+177.5%
SRE vs BURL
+987.9%
-810.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.9% | -0.8% | -3.3% |
| 7D | -7.1% | +3.5% | -10.5% | -7.6% |
| 30D | -0.2% | -9.3% | +9.1% | +1.1% |
| 3M | -4.9% | -32.1% | +27.2% | +0.1% |
| 6M | -14.1% | -19.8% | +5.7% | -12.0% |
| YTD | -7.5% | -13.2% | +5.7% | -6.7% |
| 1Y | -11.0% | -7.8% | -3.2% | -11.2% |
| 3Y | +21.2% | +89.3% | -68.1% | +6.0% |
| 5Y | +46.6% | -15.8% | +62.4% | +41.4% |
| 10Y | +114.4% | +262.2% | -147.8% | +73.4% |
| All | +177.5% | +987.9% | -810.5% | +122.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling