+90.2%
EMR vs SRE
+51.3%
+38.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +2.8% | +1.8% | +1.1% | +2.2% |
| 30D | +3.7% | -3.0% | +6.6% | +4.8% |
| 3M | +2.0% | -7.3% | +9.3% | +4.6% |
| 6M | +22.1% | -11.9% | +34.0% | +27.4% |
| YTD | +27.2% | -7.9% | +35.1% | +29.9% |
| 1Y | +32.0% | -11.1% | +43.2% | +36.8% |
| 3Y | +103.3% | +24.8% | +78.5% | +72.9% |
| All | +90.2% | +51.3% | +38.9% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling