+1,061.0%
EMR vs SRE
+1,451.4%
-390.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.3% |
| 7D | +2.8% | +1.8% | +1.1% | +2.1% |
| 30D | +3.7% | -3.0% | +6.6% | +5.0% |
| 3M | +2.0% | -7.3% | +9.3% | +5.1% |
| 6M | +22.1% | -11.9% | +34.0% | +28.4% |
| YTD | +27.2% | -7.9% | +35.1% | +30.5% |
| 1Y | +32.0% | -11.1% | +43.2% | +37.7% |
| 3Y | +103.3% | +24.8% | +78.5% | +76.2% |
| 5Y | +88.2% | +52.4% | +35.8% | +47.4% |
| 10Y | +280.4% | +127.9% | +152.6% | +138.5% |
| All | +1,061.0% | +1,451.4% | -390.4% | +251.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling