+50.4%
SRE vs COMP
-47.7%
+98.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.7% |
| 7D | -0.3% | +1.4% | -1.7% | -0.4% |
| 30D | -0.7% | -13.3% | +12.6% | -0.2% |
| 3M | -6.3% | +41.1% | -47.4% | -8.1% |
| 6M | -10.7% | +17.2% | -27.8% | -11.9% |
| YTD | -3.5% | +5.2% | -8.7% | -4.5% |
| 1Y | +5.3% | +18.9% | -13.6% | +3.3% |
| 3Y | +31.8% | +215.9% | -184.1% | +20.9% |
| 5Y | +47.4% | -31.2% | +78.5% | +30.9% |
| All | +50.4% | -47.7% | +98.1% | +35.2% |
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