-35.7%
DOW vs SRE
+28.3%
-64.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.8% |
| 7D | -1.4% | -0.8% | -0.6% | -1.1% |
| 30D | -3.9% | -3.0% | -0.9% | -3.0% |
| 3M | -12.7% | -8.3% | -4.4% | -10.0% |
| 6M | -13.7% | -8.9% | -4.8% | -11.0% |
| YTD | +28.4% | -4.3% | +32.7% | +29.9% |
| 1Y | +21.8% | +2.7% | +19.0% | +20.0% |
| 3Y | -35.7% | +28.7% | -64.4% | -45.7% |
| All | -35.7% | +28.3% | -64.0% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 3y: compounded portfolio wealth divided by compounded SRE 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…
3y analysis · Full analysis span regression · 6 months rolling