+1,408.0%
SRE vs ES
+931.1%
+476.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -0.3% |
| 7D | -9.2% | +1.9% | -11.0% | -10.3% |
| 30D | -1.9% | +7.1% | -9.0% | -6.2% |
| 3M | -6.5% | -1.9% | -4.6% | -5.5% |
| 6M | -15.2% | +4.4% | -19.6% | -17.7% |
| YTD | -9.5% | +7.3% | -16.8% | -14.0% |
| 1Y | -13.2% | +2.1% | -15.3% | -15.7% |
| 3Y | +19.5% | +41.8% | -22.4% | -8.4% |
| 5Y | +43.6% | +1.4% | +42.1% | +35.8% |
| 10Y | +109.9% | +86.8% | +23.1% | +32.2% |
| All | +1,408.0% | +931.1% | +476.9% | +236.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling