+1,526.3%
SRE vs DGX
+5,964.6%
-4,438.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.5% | -2.2% | +3.7% | +1.9% |
| 30D | +0.8% | -0.9% | +1.7% | +1.0% |
| 3M | -5.8% | +15.6% | -21.4% | -8.8% |
| 6M | -7.8% | +17.8% | -25.6% | -11.2% |
| YTD | -2.4% | +37.5% | -39.8% | -9.0% |
| 1Y | +8.9% | +31.2% | -22.3% | +2.4% |
| 3Y | +31.1% | +96.6% | -65.5% | +12.8% |
| 5Y | +48.6% | +64.9% | -16.3% | +31.7% |
| 10Y | +126.1% | +254.6% | -128.5% | +70.5% |
| All | +1,526.3% | +5,964.6% | -4,438.3% | +930.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling