-67.0%
SE vs SRE
+51.2%
-118.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.6% |
| 7D | +0.6% | +1.4% | -0.8% | +0.2% |
| 30D | -0.1% | +1.9% | -2.0% | -0.8% |
| 3M | +34.1% | -3.3% | +37.4% | +34.7% |
| 6M | +23.2% | -6.4% | +29.6% | +24.8% |
| YTD | -11.2% | -1.8% | -9.3% | -11.9% |
| 1Y | -40.5% | +10.7% | -51.3% | -43.6% |
| 3Y | +196.3% | +31.8% | +164.5% | +156.3% |
| 5Y | -67.0% | +49.2% | -116.2% | -72.4% |
| All | -67.0% | +51.2% | -118.2% | -72.4% |
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