+5.1%
EXC vs SRE
+10.5%
-5.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.3% |
| 7D | +0.3% | +1.5% | -1.1% | -0.4% |
| 30D | -0.9% | +0.8% | -1.7% | -1.4% |
| 3M | -2.7% | -5.8% | +3.1% | +0.3% |
| 6M | -9.4% | -7.8% | -1.6% | -5.5% |
| YTD | +3.0% | -2.4% | +5.4% | +4.3% |
| 1Y | +5.1% | +8.9% | -3.8% | +2.1% |
| All | +5.1% | +10.5% | -5.4% | +2.1% |
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