+31.2%
SRE vs EAT
+587.9%
-556.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.3% |
| 7D | +1.5% | -6.8% | +8.2% | +1.9% |
| 30D | +0.8% | -5.4% | +6.2% | +1.1% |
| 3M | -5.8% | +42.8% | -48.5% | -8.4% |
| 6M | -7.8% | +56.5% | -64.3% | -11.3% |
| YTD | -2.4% | +50.0% | -52.4% | -6.0% |
| 1Y | +8.9% | +38.3% | -29.4% | +5.6% |
| All | +31.2% | +587.9% | -556.6% | +6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling