+57.5%
SRE vs EXE
+188.3%
-130.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.4% | -1.2% |
| 7D | -0.7% | -2.2% | +1.5% | -0.3% |
| 30D | -1.7% | -0.8% | -0.9% | -1.6% |
| 3M | -7.1% | +10.0% | -17.1% | -8.7% |
| 6M | -8.4% | -6.3% | -2.0% | -7.5% |
| YTD | -3.5% | -10.7% | +7.2% | -2.1% |
| 1Y | +5.4% | +2.7% | +2.7% | +4.0% |
| 3Y | +29.5% | +19.1% | +10.4% | +23.8% |
| 5Y | +48.3% | +105.4% | -57.1% | +31.4% |
| All | +57.5% | +188.3% | -130.8% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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