+116.7%
SRE vs CF
+546.3%
-429.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -8.4% | -0.9% | -7.5% | -8.3% |
| 30D | -3.2% | +6.9% | -10.1% | -4.2% |
| 3M | -5.3% | +4.8% | -10.2% | -6.3% |
| 6M | -12.6% | +4.7% | -17.3% | -13.7% |
| YTD | -8.8% | +56.5% | -65.2% | -16.5% |
| 1Y | -13.4% | +48.4% | -61.8% | -20.2% |
| 3Y | +24.4% | +59.1% | -34.8% | +11.2% |
| 5Y | +47.3% | +109.5% | -62.2% | +20.3% |
| 10Y | +116.7% | +487.0% | -370.3% | +50.4% |
| All | +116.7% | +546.3% | -429.6% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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