+126.1%
SRE vs CAPR
-77.3%
+203.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | -0.5% |
| 7D | +1.5% | -12.6% | +14.1% | +1.6% |
| 30D | +0.8% | +124.4% | -123.6% | 0.0% |
| 3M | -5.8% | -66.8% | +61.0% | -5.5% |
| 6M | -7.8% | -71.8% | +64.0% | -7.4% |
| YTD | -2.4% | -70.1% | +67.7% | -2.0% |
| 1Y | +8.9% | +33.3% | -24.4% | +5.7% |
| 3Y | +31.1% | +36.7% | -5.6% | +24.4% |
| 5Y | +48.6% | +72.5% | -23.8% | +39.3% |
| 10Y | +126.1% | -77.3% | +203.4% | +101.7% |
| All | +126.1% | -77.3% | +203.4% | +101.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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