+121.0%
SRE vs AR
+52.4%
+68.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -0.1% |
| 7D | -8.2% | -5.8% | -2.4% | -7.7% |
| 30D | -3.6% | +4.8% | -8.5% | -4.1% |
| 3M | -6.3% | +1.5% | -7.8% | -6.5% |
| 6M | -13.0% | +4.7% | -17.7% | -13.6% |
| YTD | -9.2% | +9.2% | -18.4% | -10.4% |
| 1Y | -13.1% | +11.2% | -24.3% | -14.4% |
| 3Y | +22.4% | +46.2% | -23.8% | +16.6% |
| 5Y | +47.1% | +98.1% | -50.9% | +35.2% |
| 10Y | +121.0% | +54.5% | +66.4% | +57.2% |
| All | +121.0% | +52.4% | +68.6% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling