+48.6%
SRE vs EXE
+100.7%
-52.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | +1.5% | -2.7% | +4.2% | +2.0% |
| 30D | +0.8% | -0.4% | +1.2% | +0.9% |
| 3M | -5.8% | +9.5% | -15.3% | -7.5% |
| 6M | -7.8% | -9.3% | +1.5% | -6.4% |
| YTD | -2.4% | -10.9% | +8.6% | -0.8% |
| 1Y | +8.9% | +4.3% | +4.6% | +7.0% |
| 3Y | +31.1% | +18.8% | +12.3% | +25.0% |
| 5Y | +48.6% | +101.4% | -52.8% | +31.6% |
| All | +48.6% | +100.7% | -52.1% | +31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling