+47.3%
SRE vs COO
-40.8%
+88.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.8% | +0.2% |
| 7D | -8.4% | +4.3% | -12.7% | -9.3% |
| 30D | -3.2% | +17.6% | -20.7% | -6.8% |
| 3M | -5.3% | -13.9% | +8.6% | -2.4% |
| 6M | -12.6% | +6.6% | -19.1% | -14.8% |
| YTD | -8.8% | -22.0% | +13.2% | -4.0% |
| 1Y | -13.4% | -8.8% | -4.6% | -12.7% |
| 3Y | +24.4% | -21.5% | +45.9% | +26.5% |
| 5Y | +47.3% | -41.0% | +88.3% | +58.5% |
| All | +47.3% | -40.8% | +88.1% | +58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling