+1,507.7%
SRE vs EAT
+3,823.8%
-2,316.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | -0.7% | +1.9% | -2.6% | -1.1% |
| 3M | -6.3% | +68.7% | -75.0% | -12.8% |
| 6M | -10.7% | +66.9% | -77.5% | -17.2% |
| YTD | -3.5% | +60.4% | -63.9% | -10.3% |
| 1Y | +5.3% | +44.0% | -38.7% | -1.2% |
| 3Y | +31.8% | +604.7% | -572.9% | -2.6% |
| 5Y | +47.4% | +347.0% | -299.7% | +11.9% |
| 10Y | +120.6% | +390.8% | -270.2% | +48.3% |
| All | +1,507.7% | +3,823.8% | -2,316.1% | +689.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling