+2,014.3%
SRE vs A
+543.3%
+1,471.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.7% |
| 6M | -11.9% | +54.8% | -66.7% | -18.2% |
| YTD | -7.9% | +28.8% | -36.7% | -12.2% |
| 1Y | -11.1% | +19.3% | -30.5% | -14.3% |
| 3Y | +24.8% | +65.5% | -40.7% | +13.1% |
| 5Y | +52.4% | +12.1% | +40.3% | +45.2% |
| 10Y | +127.9% | +305.4% | -177.5% | +79.6% |
| All | +2,014.3% | +543.3% | +1,471.0% | +1,287.4% |
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