+1,434.4%
SRE vs ED
+854.7%
+579.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | -0.3% |
| 7D | +1.8% | +2.1% | -0.3% | +0.2% |
| 30D | -3.0% | +10.4% | -13.4% | -10.2% |
| 3M | -7.3% | +12.5% | -19.8% | -15.4% |
| 6M | -11.9% | +14.9% | -26.8% | -21.0% |
| YTD | -7.9% | +24.8% | -32.7% | -22.6% |
| 1Y | -11.1% | +23.8% | -35.0% | -25.0% |
| 3Y | +24.8% | +51.6% | -26.8% | -11.7% |
| 5Y | +52.4% | +86.4% | -34.1% | -8.2% |
| 10Y | +127.9% | +145.4% | -17.6% | +5.7% |
| All | +1,434.4% | +854.7% | +579.7% | +147.5% |
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