+45.5%
SRE vs ETR
+122.3%
-76.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | -0.8% | -1.8% | +1.0% | +0.3% |
| 30D | -3.0% | -1.8% | -1.2% | -1.9% |
| 3M | -8.3% | -3.6% | -4.7% | -6.2% |
| 6M | -8.9% | +2.6% | -11.5% | -10.6% |
| YTD | -4.3% | +16.0% | -20.3% | -13.0% |
| 1Y | +2.7% | +20.1% | -17.4% | -8.7% |
| 3Y | +28.7% | +143.6% | -114.9% | -30.1% |
| All | +45.5% | +122.3% | -76.8% | -17.4% |
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