+121.0%
SRE vs ES
+87.3%
+33.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -8.2% | +0.9% | -9.0% | -8.8% |
| 30D | -3.6% | +5.9% | -9.6% | -7.2% |
| 3M | -6.3% | -1.0% | -5.2% | -5.8% |
| 6M | -13.0% | +7.2% | -20.2% | -16.9% |
| YTD | -9.2% | +7.0% | -16.2% | -13.5% |
| 1Y | -13.1% | +0.5% | -13.6% | -14.7% |
| 3Y | +22.4% | +48.7% | -26.2% | -9.8% |
| 5Y | +47.1% | +1.9% | +45.2% | +39.5% |
| 10Y | +121.0% | +89.2% | +31.8% | +38.2% |
| All | +121.0% | +87.3% | +33.6% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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