+130.2%
SRE vs CF
+479.1%
-348.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +1.8% | +4.8% | -3.0% | +1.0% |
| 30D | -3.0% | +4.7% | -7.7% | -3.8% |
| 3M | -7.3% | +7.4% | -14.7% | -8.5% |
| 6M | -11.9% | +0.6% | -12.5% | -12.4% |
| YTD | -7.9% | +64.1% | -72.0% | -16.4% |
| 1Y | -11.1% | +51.4% | -62.6% | -18.3% |
| 3Y | +24.8% | +67.8% | -43.0% | +10.5% |
| 5Y | +52.4% | +114.1% | -61.8% | +24.0% |
| All | +130.2% | +479.1% | -348.9% | +54.8% |
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