+1,423.6%
SRE vs COO
+1,276.4%
+147.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.1% | +1.2% |
| 7D | -1.1% | -2.1% | +1.0% | -0.7% |
| 30D | -4.1% | +13.9% | -18.0% | -6.3% |
| 3M | -7.3% | -18.9% | +11.6% | -4.3% |
| 6M | -14.1% | +3.7% | -17.9% | -15.2% |
| YTD | -8.5% | -24.1% | +15.6% | -4.9% |
| 1Y | -12.0% | -14.2% | +2.2% | -10.5% |
| 3Y | +23.4% | -24.5% | +47.8% | +26.7% |
| 5Y | +51.3% | -40.4% | +91.7% | +60.2% |
| 10Y | +126.3% | +40.5% | +85.7% | +110.1% |
| All | +1,423.6% | +1,276.4% | +147.3% | +1,007.8% |
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