+403.2%
SRE vs CAPR
-99.1%
+502.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.4% |
| 3M | -6.3% | -66.4% | +60.1% | -6.1% |
| 6M | -10.7% | -63.1% | +52.5% | -10.5% |
| YTD | -3.5% | -67.4% | +64.0% | -3.3% |
| 1Y | +5.3% | +58.2% | -52.9% | +3.0% |
| 3Y | +31.8% | +42.2% | -10.4% | +27.7% |
| 5Y | +47.4% | +87.3% | -39.9% | +41.9% |
| 10Y | +120.6% | -75.3% | +195.8% | +107.3% |
| All | +403.2% | -99.1% | +502.2% | +366.8% |
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