+372.2%
SRE vs CAPR
-98.9%
+471.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +26.5% | -26.7% | -0.4% |
| 7D | -5.6% | +25.8% | -31.4% | -5.8% |
| 30D | -4.5% | +50.2% | -54.7% | -4.7% |
| 3M | -7.7% | +185.5% | -193.2% | -8.5% |
| 6M | -14.4% | -64.8% | +50.4% | -14.3% |
| YTD | -9.4% | -61.1% | +51.7% | -9.4% |
| 1Y | -13.8% | +81.0% | -94.8% | -15.8% |
| 3Y | +22.2% | +300.7% | -278.5% | +17.5% |
| 5Y | +50.5% | +223.3% | -172.9% | +44.3% |
| 10Y | +124.1% | -58.8% | +182.8% | +110.1% |
| All | +372.2% | -98.9% | +471.1% | +337.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling