+22.7%
SRE vs ECL
+79.0%
-56.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -5.6% | -2.3% | -3.4% | -5.0% |
| 30D | -4.5% | +8.3% | -12.8% | -6.7% |
| 3M | -7.7% | +8.4% | -16.2% | -10.0% |
| 6M | -14.4% | +23.3% | -37.7% | -20.1% |
| YTD | -9.4% | +18.2% | -27.6% | -14.6% |
| 1Y | -13.8% | +18.8% | -32.6% | -19.0% |
| All | +22.7% | +79.0% | -56.3% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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