+120.0%
SRE vs EL
+25.3%
+94.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.7% |
| 7D | -0.7% | -4.4% | +3.7% | +0.1% |
| 30D | -1.7% | +10.3% | -12.0% | -4.1% |
| 3M | -7.1% | +13.4% | -20.4% | -10.0% |
| 6M | -8.4% | +3.1% | -11.4% | -10.2% |
| YTD | -3.5% | -6.9% | +3.4% | -4.2% |
| 1Y | +5.4% | +11.9% | -6.5% | -0.2% |
| 3Y | +29.5% | -33.8% | +63.3% | +33.5% |
| 5Y | +48.3% | -69.0% | +117.3% | +88.3% |
| All | +120.0% | +25.3% | +94.7% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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