+1,419.6%
SRE vs COO
+1,314.9%
+104.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.8% | +0.3% |
| 7D | -8.4% | +4.3% | -12.7% | -9.1% |
| 30D | -3.2% | +17.6% | -20.7% | -5.9% |
| 3M | -5.3% | -13.9% | +8.6% | -3.3% |
| 6M | -12.6% | +6.6% | -19.1% | -14.1% |
| YTD | -8.8% | -22.0% | +13.2% | -5.6% |
| 1Y | -13.4% | -8.8% | -4.6% | -12.8% |
| 3Y | +24.4% | -21.5% | +45.9% | +26.9% |
| 5Y | +47.3% | -41.0% | +88.3% | +56.2% |
| 10Y | +116.7% | +40.9% | +75.8% | +100.9% |
| All | +1,419.6% | +1,314.9% | +104.7% | +999.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling