+1,526.3%
SRE vs EME
+16,794.3%
-15,268.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | 0.0% |
| 7D | +1.5% | +2.7% | -1.3% | +0.8% |
| 30D | +0.8% | -6.8% | +7.6% | +2.3% |
| 3M | -5.8% | -8.8% | +3.1% | -4.7% |
| 6M | -7.8% | +5.0% | -12.8% | -10.0% |
| YTD | -2.4% | +23.5% | -25.8% | -8.4% |
| 1Y | +8.9% | +21.3% | -12.4% | +1.6% |
| 3Y | +31.1% | +241.1% | -210.0% | -6.7% |
| 5Y | +48.6% | +549.2% | -500.5% | -10.4% |
| 10Y | +126.1% | +1,306.4% | -1,180.3% | +9.8% |
| All | +1,526.3% | +16,794.3% | -15,268.0% | +437.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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