+7.4%
EQT vs SRE
+4.6%
+2.8%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | -2.0% | -0.8% | -1.2% | -1.7% |
| 30D | 0.0% | -3.0% | +3.0% | +0.9% |
| 3M | +5.9% | -8.3% | +14.2% | +8.9% |
| 6M | -14.8% | -8.9% | -5.9% | -12.4% |
| YTD | +1.8% | -4.3% | +6.0% | +2.1% |
| 1Y | +7.4% | +2.7% | +4.6% | +5.4% |
| All | +7.4% | +4.6% | +2.8% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling