+1,409.0%
SRE vs ED
+840.4%
+568.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -5.6% | -0.9% | -4.7% | -5.0% |
| 30D | -4.5% | +11.2% | -15.7% | -12.1% |
| 3M | -7.7% | +11.8% | -19.5% | -15.4% |
| 6M | -14.4% | +14.1% | -28.5% | -22.9% |
| YTD | -9.4% | +23.0% | -32.4% | -23.0% |
| 1Y | -13.8% | +23.7% | -37.5% | -27.2% |
| 3Y | +22.2% | +47.7% | -25.6% | -11.8% |
| 5Y | +50.5% | +82.6% | -32.2% | -7.9% |
| 10Y | +124.1% | +141.8% | -17.7% | +5.1% |
| All | +1,409.0% | +840.4% | +568.6% | +146.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling