+118.2%
SRE vs A
+256.4%
-138.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.4% | -1.5% |
| 7D | -0.8% | -2.6% | +1.8% | -0.2% |
| 30D | -3.0% | -0.9% | -2.1% | -3.0% |
| 3M | -8.3% | +13.6% | -21.9% | -11.9% |
| 6M | -8.9% | +27.8% | -36.7% | -16.2% |
| YTD | -4.3% | +8.6% | -12.9% | -7.8% |
| 1Y | +2.7% | +16.9% | -14.1% | -3.6% |
| 3Y | +28.7% | +32.9% | -4.2% | +12.3% |
| 5Y | +47.1% | -14.1% | +61.2% | +47.2% |
| All | +118.2% | +256.4% | -138.2% | +34.5% |
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