+120.0%
SRE vs FDS
+66.9%
+53.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.8% | +4.6% | +0.2% |
| 7D | -0.7% | -16.0% | +15.3% | +3.5% |
| 30D | -1.7% | -6.7% | +5.0% | -0.4% |
| 3M | -7.1% | +6.0% | -13.0% | -9.5% |
| 6M | -8.4% | +25.1% | -33.5% | -15.9% |
| YTD | -3.5% | -8.1% | +4.6% | -3.4% |
| 1Y | +5.4% | -26.0% | +31.4% | +12.6% |
| 3Y | +29.5% | -36.4% | +65.9% | +44.1% |
| 5Y | +48.3% | -27.7% | +76.0% | +55.0% |
| All | +120.0% | +66.9% | +53.1% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FDS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling