+128.5%
SRE vs FE
+123.7%
+4.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | -1.1% | -0.3% | -0.8% | -0.9% |
| 30D | -4.1% | +3.9% | -8.0% | -6.1% |
| 3M | -7.3% | -0.1% | -7.2% | -7.2% |
| 6M | -14.1% | +6.1% | -20.2% | -16.8% |
| YTD | -8.5% | +8.1% | -16.6% | -12.3% |
| 1Y | -12.0% | +4.4% | -16.4% | -14.1% |
| 3Y | +23.4% | +49.0% | -25.7% | -1.2% |
| 5Y | +51.3% | +46.1% | +5.2% | +22.7% |
| All | +128.5% | +123.7% | +4.8% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling