+49.4%
SRE vs A
+11.8%
+37.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | +1.8% | -0.5% | +2.2% | +1.8% |
| 30D | -3.0% | 0.0% | -3.0% | -3.0% |
| 3M | -7.3% | +16.7% | -24.0% | -9.9% |
| 6M | -11.9% | +54.8% | -66.7% | -19.2% |
| YTD | -7.9% | +28.8% | -36.7% | -12.6% |
| 1Y | -11.1% | +19.3% | -30.5% | -14.3% |
| 3Y | +24.8% | +65.5% | -40.7% | +8.9% |
| All | +49.4% | +11.8% | +37.6% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling