+1,507.7%
SRE vs D
+973.8%
+533.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | +0.4% |
| 7D | -0.3% | +0.4% | -0.8% | -0.6% |
| 30D | -0.7% | -3.6% | +2.8% | +1.8% |
| 3M | -6.3% | -1.0% | -5.3% | -5.7% |
| 6M | -10.7% | +6.3% | -16.9% | -14.9% |
| YTD | -3.5% | +14.7% | -18.2% | -13.0% |
| 1Y | +5.3% | +16.9% | -11.6% | -6.6% |
| 3Y | +31.8% | +56.8% | -25.0% | -7.7% |
| 5Y | +47.4% | +5.2% | +42.2% | +36.0% |
| 10Y | +120.6% | +35.9% | +84.7% | +64.7% |
| All | +1,507.7% | +973.8% | +533.9% | +209.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling