+387.7%
SRE vs EMB
+132.1%
+255.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | -0.7% | -0.3% | -0.4% | -0.6% |
| 3M | -6.3% | -0.4% | -5.9% | -6.1% |
| 6M | -10.7% | +0.1% | -10.8% | -10.8% |
| YTD | -3.5% | +1.6% | -5.1% | -4.5% |
| 1Y | +5.3% | +5.6% | -0.3% | +1.6% |
| 3Y | +31.8% | +29.8% | +2.0% | +11.8% |
| 5Y | +47.4% | +7.3% | +40.1% | +39.8% |
| 10Y | +120.6% | +30.4% | +90.1% | +90.5% |
| All | +387.7% | +132.1% | +255.6% | +316.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling