-13.4%
SRE vs FE
+5.9%
-19.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.6% | -1.8% |
| 7D | -9.2% | 0.0% | -9.1% | -9.1% |
| 30D | -1.9% | +5.2% | -7.1% | -5.4% |
| 3M | -6.5% | 0.0% | -6.5% | -6.7% |
| 6M | -15.2% | +5.0% | -20.3% | -18.2% |
| YTD | -9.5% | +7.9% | -17.3% | -15.3% |
| All | -13.4% | +5.9% | -19.3% | -16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling