+48.7%
SRE vs ES
-5.6%
+54.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | -0.3% | +0.3% | -0.6% | -0.5% |
| 30D | -0.7% | -2.0% | +1.2% | +0.4% |
| 3M | -6.3% | +1.7% | -8.0% | -7.2% |
| 6M | -10.7% | -3.5% | -7.1% | -9.1% |
| YTD | -3.5% | +7.9% | -11.4% | -7.7% |
| 1Y | +5.3% | +17.2% | -11.9% | -5.2% |
| 3Y | +31.8% | +29.3% | +2.5% | +9.1% |
| All | +48.7% | -5.6% | +54.3% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling