-7.7%
SRE vs ED
+27.1%
-34.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.0% | -5.9% | -4.6% |
| 7D | -2.1% | +5.4% | -7.5% | -5.3% |
| 30D | +6.1% | +16.4% | -10.3% | -3.8% |
| 3M | -3.5% | +11.9% | -15.4% | -10.2% |
| 6M | -10.8% | +11.6% | -22.4% | -17.1% |
| YTD | -4.0% | +24.1% | -28.1% | -14.7% |
| 1Y | -7.7% | +26.9% | -34.5% | -18.7% |
| All | -7.7% | +27.1% | -34.8% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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