+49.2%
SRE vs AR
+140.6%
-91.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | +1.4% | -1.8% | +3.3% | +1.7% |
| 30D | +1.9% | +12.6% | -10.7% | +0.2% |
| 3M | -3.3% | +10.0% | -13.3% | -4.7% |
| 6M | -6.4% | +0.6% | -7.1% | -6.9% |
| YTD | -1.8% | +13.4% | -15.2% | -4.1% |
| 1Y | +10.7% | +21.7% | -11.0% | +6.8% |
| 3Y | +31.8% | +45.8% | -14.0% | +21.6% |
| 5Y | +49.2% | +144.3% | -95.0% | +26.8% |
| All | +49.2% | +140.6% | -91.4% | +26.8% |
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