+1,507.7%
SRE vs FDS
+5,324.5%
-3,816.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +0.1% |
| 7D | -0.3% | -1.9% | +1.6% | 0.0% |
| 30D | -0.7% | +9.0% | -9.7% | -2.5% |
| 3M | -6.3% | +18.9% | -25.2% | -10.1% |
| 6M | -10.7% | +35.1% | -45.8% | -17.2% |
| YTD | -3.5% | +5.5% | -9.0% | -6.4% |
| 1Y | +5.3% | -16.8% | +22.1% | +6.7% |
| 3Y | +31.8% | -28.1% | +59.8% | +36.9% |
| 5Y | +47.4% | -17.4% | +64.8% | +47.8% |
| 10Y | +120.6% | +85.4% | +35.1% | +86.6% |
| All | +1,507.7% | +5,324.5% | -3,816.8% | +886.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling