+195.6%
EQT vs SRE
+46.7%
+148.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.2% |
| 7D | -1.2% | -0.7% | -0.5% | -0.8% |
| 30D | +1.1% | -1.7% | +2.8% | +1.8% |
| 3M | +4.8% | -7.1% | +11.9% | +8.8% |
| 6M | -10.6% | -8.4% | -2.2% | -6.8% |
| YTD | +3.4% | -3.5% | +7.0% | +4.2% |
| 1Y | +8.7% | +5.4% | +3.3% | +4.2% |
| 3Y | +35.0% | +29.5% | +5.4% | +6.1% |
| All | +195.6% | +46.7% | +148.8% | +120.3% |
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