+45.5%
SRE vs DTE
+30.3%
+15.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | +0.3% |
| 7D | -0.8% | -2.6% | +1.7% | +1.2% |
| 30D | -3.0% | -4.4% | +1.4% | +0.6% |
| 3M | -8.3% | -8.3% | 0.0% | -1.8% |
| 6M | -8.9% | -8.1% | -0.8% | -2.8% |
| YTD | -4.3% | +4.4% | -8.7% | -7.7% |
| 1Y | +2.7% | +0.2% | +2.6% | +2.2% |
| 3Y | +28.7% | +42.6% | -13.9% | -4.7% |
| All | +45.5% | +30.3% | +15.2% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 5y: compounded portfolio wealth divided by compounded DTE 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…
5y analysis · Full analysis span regression · 6 months rolling