+46.2%
EXC vs SRE
+51.2%
-5.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | -0.2% |
| 7D | +1.2% | +1.4% | -0.2% | +0.5% |
| 30D | -2.7% | +1.9% | -4.6% | -3.8% |
| 3M | -1.0% | -3.3% | +2.3% | +0.6% |
| 6M | -9.3% | -6.4% | -2.8% | -6.4% |
| YTD | +3.6% | -1.8% | +5.4% | +4.2% |
| 1Y | +5.9% | +10.7% | -4.8% | 0.0% |
| 3Y | +21.3% | +31.8% | -10.5% | -3.9% |
| 5Y | +46.2% | +49.2% | -3.0% | +9.2% |
| All | +46.2% | +51.2% | -5.0% | +9.2% |
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