+28.7%
SRE vs ET
+96.2%
-67.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | -0.8% | +0.2% | -1.1% | -0.9% |
| 30D | -3.0% | +2.9% | -5.9% | -4.0% |
| 3M | -8.3% | +16.8% | -25.1% | -13.4% |
| 6M | -8.9% | +18.9% | -27.8% | -14.6% |
| YTD | -4.3% | +37.7% | -42.0% | -15.1% |
| 1Y | +2.7% | +32.4% | -29.7% | -7.7% |
| 3Y | +28.7% | +99.5% | -70.8% | -3.5% |
| All | +28.7% | +96.2% | -67.5% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling