+118.2%
SRE vs CHD
+126.1%
-7.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -0.8% | -4.5% | +3.6% | +0.6% |
| 30D | -3.0% | -6.7% | +3.7% | -1.0% |
| 3M | -8.3% | -2.7% | -5.6% | -7.8% |
| 6M | -8.9% | -4.9% | -4.0% | -7.9% |
| YTD | -4.3% | +13.3% | -17.6% | -8.8% |
| 1Y | +2.7% | +1.0% | +1.7% | +1.5% |
| 3Y | +28.7% | +1.3% | +27.3% | +24.9% |
| 5Y | +47.1% | +20.8% | +26.3% | +31.0% |
| All | +118.2% | +126.1% | -7.9% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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