+51.3%
SRE vs EXE
+74.7%
-23.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | -1.1% | +3.6% | -4.6% | -1.8% |
| 30D | -4.1% | -4.3% | +0.2% | -3.3% |
| 3M | -7.3% | -7.7% | +0.4% | -5.9% |
| 6M | -14.1% | -7.2% | -6.9% | -13.1% |
| YTD | -8.5% | -18.5% | +10.0% | -5.4% |
| 1Y | -12.0% | -24.4% | +12.3% | -7.6% |
| 3Y | +23.4% | +21.6% | +1.8% | +16.5% |
| 5Y | +51.3% | +77.3% | -26.0% | +32.9% |
| All | +51.3% | +74.7% | -23.4% | +32.9% |
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