+49.2%
SRE vs FDS
-20.4%
+69.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.3% | +6.0% | +2.3% |
| 7D | +1.4% | -5.4% | +6.8% | +2.2% |
| 30D | +1.9% | +1.6% | +0.3% | +1.5% |
| 3M | -3.3% | +17.7% | -21.0% | -6.1% |
| 6M | -6.4% | +29.1% | -35.5% | -11.3% |
| YTD | -1.8% | +1.0% | -2.8% | -1.6% |
| 1Y | +10.7% | -21.6% | +32.4% | +19.2% |
| 3Y | +31.8% | -30.1% | +61.9% | +45.5% |
| 5Y | +49.2% | -20.7% | +69.9% | +61.4% |
| All | +49.2% | -20.4% | +69.6% | +61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling