-77.1%
SE vs SRE
+46.2%
-123.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | 0.0% | -8.2% | +8.2% | +2.4% |
| 30D | -19.4% | -3.6% | -15.7% | -18.6% |
| 3M | -33.1% | -6.3% | -26.8% | -32.0% |
| 6M | -11.4% | -13.0% | +1.6% | -8.5% |
| YTD | -39.8% | -9.2% | -30.6% | -39.0% |
| 1Y | -50.5% | -13.1% | -37.3% | -49.0% |
| 3Y | +68.9% | +22.4% | +46.4% | +49.8% |
| 5Y | -77.1% | +47.1% | -124.2% | -80.0% |
| All | -77.1% | +46.2% | -123.3% | -80.0% |
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