+1,507.7%
SRE vs EL
+738.7%
+769.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -1.2% |
| 7D | -0.3% | +0.8% | -1.1% | -0.5% |
| 30D | -0.7% | +19.8% | -20.6% | -4.8% |
| 3M | -6.3% | +25.7% | -32.0% | -11.2% |
| 6M | -10.7% | +5.4% | -16.1% | -12.9% |
| YTD | -3.5% | +0.2% | -3.7% | -5.7% |
| 1Y | +5.3% | +20.4% | -15.1% | -1.6% |
| 3Y | +31.8% | -32.1% | +63.9% | +33.2% |
| 5Y | +47.4% | -67.2% | +114.5% | +71.9% |
| 10Y | +120.6% | +31.7% | +88.8% | +85.0% |
| All | +1,507.7% | +738.7% | +769.1% | +777.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling