-7.7%
SRE vs EAT
+109.8%
-117.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.3% | -9.2% | -2.8% |
| 7D | -2.1% | -0.1% | -2.0% | -2.1% |
| 30D | +6.1% | +13.5% | -7.5% | +6.1% |
| 3M | -3.5% | +1.0% | -4.5% | -3.6% |
| 6M | -10.8% | +57.3% | -68.0% | -11.4% |
| YTD | -4.0% | +53.6% | -57.6% | -5.6% |
| 1Y | -7.7% | +110.8% | -118.5% | -10.2% |
| All | -7.7% | +109.8% | -117.5% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 1y: compounded portfolio wealth divided by compounded EAT 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…
1y analysis · Full analysis span regression · 6 months rolling