+173.3%
SRE vs ESI
+224.6%
-51.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.6% | -1.1% |
| 7D | -0.3% | +3.3% | -3.6% | -0.9% |
| 30D | -0.7% | -5.9% | +5.1% | +0.1% |
| 3M | -6.3% | -14.1% | +7.8% | -4.7% |
| 6M | -10.7% | +6.6% | -17.2% | -12.8% |
| YTD | -3.5% | +45.0% | -48.5% | -10.7% |
| 1Y | +5.3% | +41.5% | -36.2% | -2.5% |
| 3Y | +31.8% | +78.8% | -47.0% | +15.9% |
| 5Y | +47.4% | +70.9% | -23.5% | +28.6% |
| 10Y | +120.6% | +317.1% | -196.5% | +63.5% |
| All | +173.3% | +224.6% | -51.4% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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