+1,526.3%
SRE vs DTE
+1,195.4%
+330.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | +0.1% |
| 7D | +1.5% | 0.0% | +1.4% | +1.5% |
| 30D | +0.8% | -0.5% | +1.4% | +1.3% |
| 3M | -5.8% | -6.0% | +0.3% | -1.3% |
| 6M | -7.8% | -7.2% | -0.6% | -2.6% |
| YTD | -2.4% | +7.2% | -9.5% | -7.4% |
| 1Y | +8.9% | +4.1% | +4.8% | +5.5% |
| 3Y | +31.1% | +46.9% | -15.8% | -2.6% |
| 5Y | +48.6% | +32.9% | +15.7% | +18.9% |
| 10Y | +126.1% | +144.5% | -18.3% | +12.8% |
| All | +1,526.3% | +1,195.4% | +330.9% | +148.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling