+1,507.7%
SRE vs FE
+442.3%
+1,065.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.3% |
| 7D | -0.3% | +1.9% | -2.3% | -1.4% |
| 30D | -0.7% | -1.2% | +0.4% | -0.1% |
| 3M | -6.3% | +3.5% | -9.8% | -8.1% |
| 6M | -10.7% | -6.1% | -4.6% | -7.6% |
| YTD | -3.5% | +7.6% | -11.1% | -7.4% |
| 1Y | +5.3% | +11.9% | -6.6% | -1.2% |
| 3Y | +31.8% | +48.4% | -16.6% | +5.1% |
| 5Y | +47.4% | +44.8% | +2.6% | +18.9% |
| 10Y | +120.6% | +115.9% | +4.7% | +34.6% |
| All | +1,507.7% | +442.3% | +1,065.4% | +401.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling