+116.7%
SRE vs ES
+82.6%
+34.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.1% |
| 7D | -8.4% | -0.1% | -8.3% | -8.5% |
| 30D | -3.2% | +5.7% | -8.9% | -6.6% |
| 3M | -5.3% | -2.8% | -2.5% | -3.8% |
| 6M | -12.6% | +7.0% | -19.6% | -16.4% |
| YTD | -8.8% | +6.8% | -15.5% | -13.0% |
| 1Y | -13.4% | -0.5% | -13.0% | -14.5% |
| 3Y | +24.4% | +47.2% | -22.8% | -7.8% |
| 5Y | +47.3% | +2.3% | +45.1% | +39.4% |
| 10Y | +116.7% | +85.6% | +31.0% | +35.8% |
| All | +116.7% | +82.6% | +34.1% | +35.8% |
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