+443.2%
SRE vs DG
+606.1%
-162.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.8% |
| 7D | -0.3% | +8.4% | -8.7% | -1.3% |
| 30D | -0.7% | +4.9% | -5.7% | -1.4% |
| 3M | -6.3% | +29.3% | -35.6% | -9.5% |
| 6M | -10.7% | -11.3% | +0.6% | -9.6% |
| YTD | -3.5% | +1.8% | -5.2% | -4.2% |
| 1Y | +5.3% | +25.3% | -20.0% | +1.3% |
| 3Y | +31.8% | +9.1% | +22.7% | +26.3% |
| 5Y | +47.4% | -34.9% | +82.2% | +52.1% |
| 10Y | +120.6% | +108.2% | +12.4% | +91.0% |
| All | +443.2% | +606.1% | -162.9% | +284.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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