+2.7%
SRE vs DD
+34.9%
-32.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -0.8% | -3.5% | +2.7% | -0.6% |
| 30D | -3.0% | -11.7% | +8.6% | -2.2% |
| 3M | -8.3% | -9.2% | +0.9% | -7.8% |
| 6M | -8.9% | -7.2% | -1.7% | -8.8% |
| YTD | -4.3% | +6.6% | -10.9% | -5.2% |
| 1Y | +2.7% | +32.0% | -29.3% | +0.2% |
| All | +2.7% | +34.9% | -32.2% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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