+126.3%
SRE vs EMB
+37.9%
+88.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -5.6% | -0.4% | -5.2% | -5.3% |
| 30D | -4.5% | +1.5% | -6.0% | -5.9% |
| 3M | -7.7% | -1.6% | -6.2% | -6.3% |
| 6M | -14.4% | -1.5% | -12.9% | -13.2% |
| YTD | -9.4% | -0.1% | -9.3% | -9.5% |
| 1Y | -13.8% | +0.5% | -14.4% | -14.4% |
| 3Y | +22.2% | +30.2% | -8.1% | -4.9% |
| 5Y | +50.5% | +8.6% | +41.9% | +41.5% |
| All | +126.3% | +37.9% | +88.5% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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