+118.2%
SRE vs EFX
+42.6%
+75.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -0.8% | -4.5% | +3.7% | +0.2% |
| 30D | -3.0% | -6.1% | +3.1% | -1.8% |
| 3M | -8.3% | +6.2% | -14.5% | -10.3% |
| 6M | -8.9% | -11.2% | +2.3% | -7.4% |
| YTD | -4.3% | -21.4% | +17.1% | -0.3% |
| 1Y | +2.7% | -34.3% | +37.0% | +11.8% |
| 3Y | +28.7% | -12.5% | +41.2% | +26.1% |
| 5Y | +47.1% | -35.6% | +82.7% | +52.9% |
| All | +118.2% | +42.6% | +75.7% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling