+1,507.7%
SRE vs EXPD
+4,668.1%
-3,160.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | -0.3% | -1.1% | +0.8% | -0.1% |
| 30D | -0.7% | +4.1% | -4.8% | -1.6% |
| 3M | -6.3% | +17.9% | -24.2% | -9.6% |
| 6M | -10.7% | +29.2% | -39.9% | -15.6% |
| YTD | -3.5% | +27.4% | -30.8% | -9.0% |
| 1Y | +5.3% | +56.8% | -51.5% | -5.2% |
| 3Y | +31.8% | +68.0% | -36.3% | +15.8% |
| 5Y | +47.4% | +61.9% | -14.5% | +29.0% |
| 10Y | +120.6% | +316.0% | -195.4% | +58.0% |
| All | +1,507.7% | +4,668.1% | -3,160.3% | +818.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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