+159.0%
SRE vs ESI
+200.4%
-41.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.3% |
| 7D | -1.1% | +8.3% | -9.4% | -2.3% |
| 30D | -4.1% | -10.4% | +6.3% | -2.7% |
| 3M | -7.3% | -13.2% | +5.9% | -5.7% |
| 6M | -14.1% | -23.9% | +9.7% | -11.3% |
| YTD | -8.5% | +34.2% | -42.7% | -14.7% |
| 1Y | -12.0% | +22.2% | -34.2% | -16.7% |
| 3Y | +23.4% | +79.2% | -55.9% | +8.1% |
| 5Y | +51.3% | +38.1% | +13.2% | +36.2% |
| 10Y | +126.3% | +323.6% | -197.3% | +68.3% |
| All | +159.0% | +200.4% | -41.4% | +107.0% |
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