+1,434.4%
SRE vs ETR
+2,239.4%
-805.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.0% |
| 3M | -7.3% | +4.6% | -11.9% | -9.8% |
| 6M | -11.9% | +0.1% | -12.0% | -12.0% |
| YTD | -7.9% | +23.2% | -31.0% | -19.4% |
| 1Y | -11.1% | +20.6% | -31.7% | -21.2% |
| 3Y | +24.8% | +156.3% | -131.5% | -32.1% |
| 5Y | +52.4% | +159.6% | -107.3% | -18.3% |
| 10Y | +127.9% | +377.1% | -249.2% | -16.1% |
| All | +1,434.4% | +2,239.4% | -805.0% | +175.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling