+49.2%
SRE vs EMB
+7.3%
+41.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | +1.4% | +0.3% | +1.1% | +1.2% |
| 30D | +1.9% | -0.5% | +2.4% | +2.2% |
| 3M | -3.3% | +0.3% | -3.6% | -3.6% |
| 6M | -6.4% | +1.2% | -7.6% | -7.4% |
| YTD | -1.8% | +1.5% | -3.3% | -3.0% |
| 1Y | +10.7% | +4.8% | +5.9% | +6.8% |
| 3Y | +31.8% | +30.4% | +1.4% | +9.7% |
| 5Y | +49.2% | +7.3% | +42.0% | +42.1% |
| All | +49.2% | +7.3% | +41.9% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling