+130.2%
SRE vs COO
+41.1%
+89.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | +1.8% | +0.5% | +1.3% | +1.6% |
| 30D | -3.0% | +14.2% | -17.1% | -6.8% |
| 3M | -7.3% | -18.2% | +11.0% | -2.3% |
| 6M | -11.9% | +5.3% | -17.2% | -14.4% |
| YTD | -7.9% | -23.6% | +15.7% | -1.6% |
| 1Y | -11.1% | -12.7% | +1.5% | -9.1% |
| 3Y | +24.8% | -24.2% | +49.0% | +29.4% |
| 5Y | +52.4% | -40.0% | +92.4% | +67.6% |
| All | +130.2% | +41.1% | +89.1% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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