+1,535.1%
SRE vs EFX
+904.0%
+631.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +2.5% |
| 7D | +1.4% | -7.8% | +9.3% | +3.5% |
| 30D | +1.9% | -5.7% | +7.6% | +3.3% |
| 3M | -3.3% | +2.5% | -5.8% | -4.7% |
| 6M | -6.4% | -16.7% | +10.3% | -3.1% |
| YTD | -1.8% | -20.2% | +18.4% | +2.1% |
| 1Y | +10.7% | -31.4% | +42.1% | +19.7% |
| 3Y | +31.8% | -10.5% | +42.3% | +28.7% |
| 5Y | +49.2% | -35.2% | +84.4% | +55.4% |
| 10Y | +118.5% | +40.2% | +78.4% | +75.1% |
| All | +1,535.1% | +904.0% | +631.1% | +641.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling