+1,507.7%
SRE vs D
+973.8%
+533.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | -0.3% | +1.5% | -1.8% | -1.3% |
| 30D | -0.7% | -2.6% | +1.9% | +1.1% |
| 3M | -6.3% | 0.0% | -6.3% | -6.3% |
| 6M | -10.7% | +7.4% | -18.0% | -15.5% |
| YTD | -3.5% | +15.9% | -19.3% | -13.6% |
| 1Y | +5.3% | +18.1% | -12.8% | -7.2% |
| 3Y | +31.8% | +58.4% | -26.6% | -8.3% |
| 5Y | +47.4% | +5.2% | +42.2% | +36.0% |
| 10Y | +120.6% | +35.9% | +84.7% | +64.8% |
| All | +1,507.7% | +973.8% | +533.9% | +210.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling