+47.1%
SRE vs ED
+81.8%
-34.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -1.0% |
| 7D | -8.2% | +2.1% | -10.3% | -9.6% |
| 30D | -3.6% | +12.4% | -16.1% | -11.4% |
| 3M | -6.3% | +13.1% | -19.4% | -14.1% |
| 6M | -13.0% | +14.1% | -27.1% | -20.9% |
| YTD | -9.2% | +23.1% | -32.3% | -21.7% |
| 1Y | -13.1% | +25.4% | -38.6% | -26.2% |
| 3Y | +22.4% | +47.9% | -25.4% | -11.4% |
| 5Y | +47.1% | +81.9% | -34.7% | -10.2% |
| All | +47.1% | +81.8% | -34.6% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling