+1,056.8%
EXC vs SRE
+1,525.5%
-468.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -0.7% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | -3.7% | -0.7% | -3.0% | -3.5% |
| 3M | -1.3% | -6.3% | +5.0% | +2.4% |
| 6M | -9.7% | -10.7% | +0.9% | -3.8% |
| YTD | +2.9% | -3.5% | +6.4% | +4.5% |
| 1Y | +4.4% | +5.3% | -0.9% | +0.4% |
| 3Y | +22.2% | +31.8% | -9.6% | -1.3% |
| 5Y | +46.7% | +47.4% | -0.6% | +10.3% |
| 10Y | +155.3% | +120.6% | +34.8% | +47.4% |
| All | +1,056.8% | +1,525.5% | -468.7% | +114.7% |
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