+1,109.0%
EXC vs SRE
+1,425.7%
-316.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -1.4% | -5.6% | +4.3% | +2.0% |
| 30D | +8.3% | -4.5% | +12.8% | +11.2% |
| 3M | +2.6% | -7.7% | +10.3% | +7.3% |
| 6M | +5.2% | -14.4% | +19.6% | +15.0% |
| YTD | +7.5% | -9.4% | +16.9% | +13.3% |
| 1Y | +3.2% | -13.8% | +17.0% | +11.9% |
| 3Y | +29.5% | +22.2% | +7.4% | +9.3% |
| 5Y | +39.7% | +50.5% | -10.8% | +3.7% |
| 10Y | +200.1% | +124.1% | +76.0% | +71.5% |
| All | +1,109.0% | +1,425.7% | -316.6% | +132.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling