+48.7%
SRE vs CAPR
+84.7%
-36.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.6% |
| 7D | -0.3% | -2.0% | +1.7% | -0.3% |
| 30D | -0.7% | +139.2% | -139.9% | -1.0% |
| 3M | -6.3% | -66.4% | +60.1% | -6.2% |
| 6M | -10.7% | -63.1% | +52.5% | -10.6% |
| YTD | -3.5% | -67.4% | +64.0% | -3.4% |
| 1Y | +5.3% | +58.2% | -52.9% | +4.4% |
| 3Y | +31.8% | +42.2% | -10.4% | +27.3% |
| All | +48.7% | +84.7% | -36.0% | +40.1% |
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