-13.1%
SRE vs D
+16.4%
-29.6%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -8.2% | +2.4% | -10.6% | -9.2% |
| 30D | -3.6% | +10.9% | -14.6% | -8.3% |
| 3M | -6.3% | +2.8% | -9.1% | -7.6% |
| 6M | -13.0% | +12.7% | -25.7% | -17.3% |
| YTD | -9.2% | +20.3% | -29.5% | -16.0% |
| 1Y | -13.1% | +17.1% | -30.2% | -18.5% |
| All | -13.1% | +16.4% | -29.6% | -18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling