+184.3%
SRE vs AR
-27.2%
+211.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | -0.3% | +2.5% | -2.8% | -0.5% |
| 30D | -0.7% | +14.8% | -15.5% | -1.9% |
| 3M | -6.3% | +6.2% | -12.5% | -6.9% |
| 6M | -10.7% | +4.3% | -14.9% | -11.2% |
| YTD | -3.5% | +14.4% | -17.8% | -4.9% |
| 1Y | +5.3% | +21.3% | -16.0% | +3.0% |
| 3Y | +31.8% | +39.8% | -8.0% | +26.2% |
| 5Y | +47.4% | +142.1% | -94.7% | +33.7% |
| 10Y | +120.6% | +52.0% | +68.5% | +74.1% |
| All | +184.3% | -27.2% | +211.5% | +133.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling