+2,115.3%
SRE vs A
+457.0%
+1,658.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -0.3% | -1.9% | +1.6% | 0.0% |
| 30D | -0.7% | +6.9% | -7.6% | -1.9% |
| 3M | -6.3% | +9.2% | -15.5% | -7.8% |
| 6M | -10.7% | +25.7% | -36.3% | -14.3% |
| YTD | -3.5% | +11.5% | -15.0% | -5.8% |
| 1Y | +5.3% | +18.4% | -13.1% | +1.6% |
| 3Y | +31.8% | +26.6% | +5.2% | +24.6% |
| 5Y | +47.4% | -12.8% | +60.2% | +46.1% |
| 10Y | +120.6% | +247.2% | -126.6% | +78.2% |
| All | +2,115.3% | +457.0% | +1,658.3% | +1,388.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling