+1,748.8%
SRE vs AU
+789.2%
+959.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.2% | -0.6% |
| 7D | +1.5% | +0.6% | +0.8% | +1.4% |
| 30D | +0.8% | +12.3% | -11.5% | -0.2% |
| 3M | -5.8% | +29.4% | -35.1% | -7.9% |
| 6M | -7.8% | +3.2% | -11.0% | -8.7% |
| YTD | -2.4% | +31.8% | -34.2% | -5.4% |
| 1Y | +8.9% | +83.4% | -74.5% | +2.6% |
| 3Y | +31.1% | +623.1% | -592.0% | +9.7% |
| 5Y | +48.6% | +700.5% | -651.9% | +21.9% |
| 10Y | +126.1% | +717.6% | -591.4% | +77.6% |
| All | +1,748.8% | +789.2% | +959.6% | +1,348.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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