+45.6%
SRE vs AR
+71.8%
-26.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.0% |
| 7D | -9.2% | -14.3% | +5.1% | -7.3% |
| 30D | -1.9% | +1.4% | -3.3% | -2.1% |
| 3M | -6.5% | +3.4% | -9.9% | -7.2% |
| 6M | -15.2% | -2.1% | -13.2% | -15.3% |
| YTD | -9.5% | +4.7% | -14.2% | -10.8% |
| 1Y | -13.2% | +10.6% | -23.8% | -15.3% |
| 3Y | +19.5% | +24.6% | -5.1% | +12.5% |
| All | +45.6% | +71.8% | -26.2% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling