+1,412.0%
SRE vs FE
+444.3%
+967.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | -8.2% | -0.5% | -7.7% | -7.9% |
| 30D | -3.6% | +4.3% | -8.0% | -5.9% |
| 3M | -6.3% | +0.4% | -6.6% | -6.4% |
| 6M | -13.0% | +6.9% | -20.0% | -16.2% |
| YTD | -9.2% | +8.0% | -17.2% | -13.1% |
| 1Y | -13.1% | +4.8% | -17.9% | -15.4% |
| 3Y | +22.4% | +49.0% | -26.5% | -2.6% |
| 5Y | +47.1% | +46.2% | +0.9% | +18.2% |
| 10Y | +121.0% | +120.9% | +0.1% | +33.1% |
| All | +1,412.0% | +444.3% | +967.7% | +370.6% |
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