+128.5%
SRE vs A
+300.7%
-172.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.6% |
| 7D | -1.1% | +0.7% | -1.8% | -1.3% |
| 30D | -4.1% | +0.8% | -4.9% | -4.4% |
| 3M | -7.3% | +16.9% | -24.2% | -11.6% |
| 6M | -14.1% | +53.8% | -67.9% | -24.9% |
| YTD | -8.5% | +28.1% | -36.6% | -15.9% |
| 1Y | -12.0% | +15.0% | -27.1% | -16.5% |
| 3Y | +23.4% | +63.1% | -39.7% | +1.4% |
| 5Y | +51.3% | +11.5% | +39.8% | +39.0% |
| All | +128.5% | +300.7% | -172.1% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling