+49.2%
SRE vs ED
+71.7%
-22.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.1% |
| 7D | +1.4% | +0.5% | +0.9% | +1.1% |
| 30D | +1.9% | +1.1% | +0.8% | +1.2% |
| 3M | -3.3% | +4.6% | -7.9% | -6.3% |
| 6M | -6.4% | -2.0% | -4.5% | -5.2% |
| YTD | -1.8% | +11.7% | -13.5% | -9.2% |
| 1Y | +10.7% | +15.7% | -5.0% | -0.4% |
| 3Y | +31.8% | +34.4% | -2.6% | +2.6% |
| 5Y | +49.2% | +67.3% | -18.1% | +1.2% |
| All | +49.2% | +71.7% | -22.5% | +1.2% |
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