+2.7%
SRE vs EFV
+27.7%
-24.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.1% |
| 7D | -0.8% | -0.8% | 0.0% | -0.6% |
| 30D | -3.0% | +0.6% | -3.6% | -3.2% |
| 3M | -8.3% | +7.5% | -15.8% | -10.6% |
| 6M | -8.9% | +13.0% | -21.9% | -13.1% |
| YTD | -4.3% | +18.3% | -22.6% | -11.6% |
| 1Y | +2.7% | +26.7% | -24.0% | -8.7% |
| All | +2.7% | +27.7% | -24.9% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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