+41.1%
SRE vs COMP
-52.0%
+93.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +10.7% | -12.8% | -2.5% |
| 7D | -9.2% | +13.4% | -22.6% | -9.7% |
| 30D | -1.9% | +11.1% | -13.0% | -2.5% |
| 3M | -6.5% | -18.8% | +12.3% | -5.9% |
| 6M | -15.2% | +10.5% | -25.7% | -16.1% |
| YTD | -9.5% | -3.4% | -6.0% | -10.2% |
| 1Y | -13.2% | +19.7% | -32.9% | -14.9% |
| 3Y | +19.5% | +381.6% | -362.1% | +7.6% |
| 5Y | +43.6% | -17.6% | +61.2% | +28.6% |
| All | +41.1% | -52.0% | +93.0% | +27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling