-11.1%
SRE vs COO
-12.3%
+1.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | +1.8% | +0.5% | +1.3% | +1.7% |
| 30D | -3.0% | +14.2% | -17.1% | -4.2% |
| 3M | -7.3% | -18.2% | +11.0% | -5.1% |
| 6M | -11.9% | +5.3% | -17.2% | -13.0% |
| YTD | -7.9% | -23.6% | +15.7% | -5.2% |
| 1Y | -11.1% | -12.7% | +1.5% | -12.2% |
| All | -11.1% | -12.3% | +1.1% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling