+49.4%
SRE vs ETR
+157.6%
-108.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | +1.8% | +1.2% | +0.6% | +1.0% |
| 30D | -3.0% | +7.0% | -10.0% | -7.1% |
| 3M | -7.3% | +4.6% | -11.9% | -9.9% |
| 6M | -11.9% | +0.1% | -12.0% | -12.1% |
| YTD | -7.9% | +23.2% | -31.0% | -19.5% |
| 1Y | -11.1% | +20.6% | -31.7% | -21.3% |
| 3Y | +24.8% | +156.3% | -131.5% | -35.0% |
| All | +49.4% | +157.6% | -108.2% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 5y: compounded portfolio wealth divided by compounded ETR 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…
5y analysis · Full analysis span regression · 6 months rolling