+120.0%
SRE vs ALM
+2,776.7%
-2,656.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.6% | +8.4% | -1.0% |
| 7D | -0.7% | -7.1% | +6.4% | -0.6% |
| 30D | -1.7% | +24.7% | -26.4% | -2.1% |
| 3M | -7.1% | +8.3% | -15.4% | -7.3% |
| 6M | -8.4% | -22.2% | +13.8% | -8.3% |
| YTD | -3.5% | +88.1% | -91.6% | -5.1% |
| 1Y | +5.4% | +272.4% | -267.0% | +2.1% |
| 3Y | +29.5% | +2,004.1% | -1,974.6% | +20.2% |
| 5Y | +48.3% | +915.8% | -867.5% | +38.6% |
| All | +120.0% | +2,776.7% | -2,656.8% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling