+9.7%
GE vs SRE
-11.2%
+20.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +2.7% | +1.8% | +0.9% | +2.4% |
| 30D | +8.1% | -3.0% | +11.1% | +8.6% |
| 3M | -7.9% | -7.3% | -0.6% | -6.9% |
| 6M | +12.9% | -11.9% | +24.8% | +14.9% |
| YTD | +8.2% | -7.9% | +16.0% | +8.0% |
| 1Y | +9.7% | -11.1% | +20.8% | +10.2% |
| All | +9.7% | -11.2% | +20.8% | +10.2% |
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 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