+348.3%
GE vs SRE
+1,425.7%
-1,077.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +4.0% | -5.6% | +9.7% | +6.7% |
| 30D | +11.1% | -4.5% | +15.5% | +13.2% |
| 3M | -6.7% | -7.7% | +1.0% | -3.7% |
| 6M | +14.3% | -14.4% | +28.7% | +21.6% |
| YTD | +11.7% | -9.4% | +21.1% | +15.5% |
| 1Y | +10.9% | -13.8% | +24.7% | +17.1% |
| 3Y | +279.0% | +22.2% | +256.8% | +232.0% |
| 5Y | +427.0% | +50.5% | +376.5% | +315.4% |
| 10Y | +158.6% | +124.1% | +34.5% | +67.3% |
| All | +348.3% | +1,425.7% | -1,077.4% | +45.5% |
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