+51.3%
SRE vs ALM
+387.9%
-336.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.5% | +7.5% | +1.1% |
| 7D | -1.1% | -4.0% | +3.0% | -1.0% |
| 30D | -4.1% | -30.5% | +26.4% | -3.5% |
| 3M | -7.3% | -46.9% | +39.6% | -6.3% |
| 6M | -14.1% | -65.5% | +51.4% | -12.6% |
| YTD | -8.5% | -13.4% | +4.9% | -9.2% |
| 1Y | -12.0% | +9.8% | -21.8% | -13.3% |
| 3Y | +23.4% | +783.1% | -759.7% | +12.1% |
| 5Y | +51.3% | +378.3% | -327.0% | +40.5% |
| All | +51.3% | +387.9% | -336.6% | +40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling