+49.4%
SRE vs CHD
+33.2%
+16.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.4% |
| 7D | +1.8% | +3.6% | -1.9% | +1.0% |
| 30D | -3.0% | +10.4% | -13.4% | -5.0% |
| 3M | -7.3% | +12.2% | -19.4% | -9.6% |
| 6M | -11.9% | +19.9% | -31.8% | -15.5% |
| YTD | -7.9% | +36.4% | -44.3% | -14.4% |
| 1Y | -11.1% | +35.1% | -46.3% | -17.3% |
| 3Y | +24.8% | +29.2% | -4.4% | +15.3% |
| All | +49.4% | +33.2% | +16.1% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling