+1,408.0%
SRE vs D
+1,018.9%
+389.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.0% |
| 7D | -9.2% | +3.0% | -12.1% | -11.2% |
| 30D | -1.9% | +11.5% | -13.4% | -9.4% |
| 3M | -6.5% | +3.7% | -10.3% | -9.2% |
| 6M | -15.2% | +13.5% | -28.8% | -23.1% |
| YTD | -9.5% | +20.7% | -30.2% | -21.5% |
| 1Y | -13.2% | +18.2% | -31.4% | -23.8% |
| 3Y | +19.5% | +73.3% | -53.8% | -21.9% |
| 5Y | +43.6% | +12.3% | +31.3% | +26.4% |
| 10Y | +109.9% | +43.4% | +66.5% | +50.3% |
| All | +1,408.0% | +1,018.9% | +389.1% | +181.6% |
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