+126.1%
SRE vs COO
+36.7%
+89.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.2% | +5.7% | +1.3% |
| 7D | +1.5% | -9.0% | +10.4% | +4.3% |
| 30D | +0.8% | -16.8% | +17.7% | +6.4% |
| 3M | -5.8% | -7.5% | +1.7% | -4.0% |
| 6M | -7.8% | -16.3% | +8.5% | -3.4% |
| YTD | -2.4% | -22.5% | +20.2% | +4.7% |
| 1Y | +8.9% | -7.0% | +15.9% | +9.7% |
| 3Y | +31.1% | -27.5% | +58.5% | +38.9% |
| 5Y | +48.6% | -43.3% | +91.9% | +68.2% |
| 10Y | +126.1% | +37.6% | +88.6% | +97.1% |
| All | +126.1% | +36.7% | +89.4% | +97.1% |
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