+130.2%
SRE vs EAT
+320.8%
-190.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | +1.8% | -4.0% | +5.7% | +2.2% |
| 30D | -3.0% | -2.9% | -0.1% | -2.9% |
| 3M | -7.3% | -16.9% | +9.6% | -5.7% |
| 6M | -11.9% | +57.0% | -68.8% | -17.1% |
| YTD | -7.9% | +38.2% | -46.1% | -12.6% |
| 1Y | -11.1% | +69.3% | -80.4% | -17.9% |
| 3Y | +24.8% | +483.0% | -458.2% | -3.6% |
| 5Y | +52.4% | +364.1% | -311.8% | +17.3% |
| All | +130.2% | +320.8% | -190.6% | +53.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling