+1,408.0%
SRE vs FE
+443.7%
+964.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.6% | -1.8% |
| 7D | -9.2% | 0.0% | -9.1% | -9.2% |
| 30D | -1.9% | +5.2% | -7.1% | -4.6% |
| 3M | -6.5% | 0.0% | -6.5% | -6.5% |
| 6M | -15.2% | +5.0% | -20.3% | -17.5% |
| YTD | -9.5% | +7.9% | -17.3% | -13.2% |
| 1Y | -13.2% | +6.3% | -19.5% | -16.2% |
| 3Y | +19.5% | +46.0% | -26.5% | -3.9% |
| 5Y | +43.6% | +45.6% | -2.1% | +15.6% |
| 10Y | +109.9% | +109.3% | +0.6% | +30.3% |
| All | +1,408.0% | +443.7% | +964.3% | +369.6% |
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