+1,434.4%
SRE vs EL
+802.4%
+632.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | +1.8% | +1.5% | +0.2% | +1.4% |
| 30D | -3.0% | +10.0% | -13.0% | -5.0% |
| 3M | -7.3% | +28.4% | -35.7% | -12.5% |
| 6M | -11.9% | +37.1% | -48.9% | -18.4% |
| YTD | -7.9% | +7.8% | -15.7% | -11.6% |
| 1Y | -11.1% | +26.0% | -37.2% | -17.7% |
| 3Y | +24.8% | +3.8% | +21.0% | +15.1% |
| 5Y | +52.4% | -65.2% | +117.6% | +75.5% |
| 10Y | +127.9% | +62.1% | +65.8% | +82.6% |
| All | +1,434.4% | +802.4% | +632.0% | +722.5% |
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