+43.5%
SRE vs COMP
-52.0%
+95.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.6% |
| 7D | +1.8% | 0.0% | +1.8% | +1.7% |
| 30D | -3.0% | +16.6% | -19.5% | -3.8% |
| 3M | -7.3% | -23.5% | +16.3% | -6.3% |
| 6M | -11.9% | +25.7% | -37.6% | -13.3% |
| YTD | -7.9% | -3.4% | -4.5% | -8.7% |
| 1Y | -11.1% | +7.6% | -18.7% | -12.5% |
| 3Y | +24.8% | +423.6% | -398.8% | +12.0% |
| 5Y | +52.4% | -10.6% | +63.0% | +36.4% |
| All | +43.5% | -52.0% | +95.5% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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