+118.2%
SRE vs DGX
+255.3%
-137.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.3% |
| 7D | -0.8% | -0.9% | +0.1% | -0.6% |
| 30D | -3.0% | -1.2% | -1.8% | -2.7% |
| 3M | -8.3% | +15.8% | -24.1% | -13.0% |
| 6M | -8.9% | +18.2% | -27.1% | -14.3% |
| YTD | -4.3% | +37.2% | -41.5% | -14.6% |
| 1Y | +2.7% | +30.4% | -27.6% | -6.9% |
| 3Y | +28.7% | +96.7% | -68.0% | 0.0% |
| 5Y | +47.1% | +67.2% | -20.0% | +19.2% |
| All | +118.2% | +255.3% | -137.1% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling