+118.2%
SRE vs ET
+177.0%
-58.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -0.8% | +0.2% | -1.1% | -0.9% |
| 30D | -3.0% | +2.9% | -5.9% | -3.6% |
| 3M | -8.3% | +16.8% | -25.1% | -11.3% |
| 6M | -8.9% | +18.9% | -27.8% | -12.2% |
| YTD | -4.3% | +37.7% | -42.0% | -10.5% |
| 1Y | +2.7% | +32.4% | -29.7% | -3.3% |
| 3Y | +28.7% | +99.5% | -70.8% | +11.5% |
| 5Y | +47.1% | +244.0% | -196.8% | +14.7% |
| All | +118.2% | +177.0% | -58.8% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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