+59.1%
SO vs SRE
+46.9%
+12.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.1% |
| 7D | -1.1% | -0.7% | -0.5% | -0.8% |
| 30D | -3.7% | -1.7% | -2.0% | -3.1% |
| 3M | -5.9% | -7.1% | +1.2% | -2.7% |
| 6M | -7.3% | -8.4% | +1.0% | -3.5% |
| YTD | +3.1% | -3.5% | +6.6% | +4.6% |
| 1Y | -1.0% | +5.4% | -6.4% | -4.0% |
| 3Y | +43.2% | +29.5% | +13.7% | +15.7% |
| 5Y | +59.1% | +48.3% | +10.8% | +20.0% |
| All | +59.1% | +46.9% | +12.2% | +20.0% |
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