+41.4%
EXC vs SRE
+47.0%
-5.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.3% |
| 7D | -1.7% | -8.4% | +6.7% | +2.7% |
| 30D | +9.3% | -3.2% | +12.5% | +11.1% |
| 3M | +1.0% | -5.3% | +6.3% | +3.7% |
| 6M | +5.9% | -12.6% | +18.5% | +13.2% |
| YTD | +7.6% | -8.8% | +16.4% | +12.3% |
| 1Y | +2.4% | -13.4% | +15.8% | +9.7% |
| 3Y | +30.2% | +24.4% | +5.9% | +5.5% |
| 5Y | +41.4% | +47.3% | -6.0% | +6.4% |
| All | +41.4% | +47.0% | -5.7% | +6.4% |
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 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