+48.6%
SRE vs A
-16.2%
+64.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | +1.5% | -4.4% | +5.8% | +2.2% |
| 30D | +0.8% | -2.7% | +3.5% | +1.1% |
| 3M | -5.8% | +7.0% | -12.8% | -7.3% |
| 6M | -7.8% | +24.6% | -32.4% | -12.3% |
| YTD | -2.4% | +7.0% | -9.4% | -4.2% |
| 1Y | +8.9% | +15.6% | -6.7% | +4.7% |
| 3Y | +31.1% | +29.9% | +1.2% | +19.7% |
| 5Y | +48.6% | -15.4% | +64.0% | +46.0% |
| All | +48.6% | -16.2% | +64.9% | +46.0% |
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