+47.3%
SRE vs CAPR
+160.6%
-113.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.4% | -8.7% | +0.7% |
| 7D | -8.4% | +36.0% | -44.4% | -8.4% |
| 30D | -3.2% | +25.8% | -29.0% | -3.2% |
| 3M | -5.3% | +140.8% | -146.1% | -5.6% |
| 6M | -12.6% | -67.6% | +55.0% | -12.5% |
| YTD | -8.8% | -65.9% | +57.1% | -8.7% |
| 1Y | -13.4% | +66.1% | -79.5% | -14.1% |
| 3Y | +24.4% | +256.9% | -232.5% | +18.2% |
| 5Y | +47.3% | +172.1% | -124.8% | +37.7% |
| All | +47.3% | +160.6% | -113.3% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling