+19.5%
SRE vs D
+79.5%
-60.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.3% |
| 7D | -9.2% | +3.0% | -12.1% | -10.6% |
| 30D | -1.9% | +11.5% | -13.4% | -7.5% |
| 3M | -6.5% | +3.7% | -10.3% | -8.5% |
| 6M | -15.2% | +13.5% | -28.8% | -20.9% |
| YTD | -9.5% | +20.7% | -30.2% | -18.3% |
| 1Y | -13.2% | +18.2% | -31.4% | -20.9% |
| 3Y | +19.5% | +73.3% | -53.8% | -11.3% |
| All | +19.5% | +79.5% | -60.1% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling