+48.7%
SRE vs FIVE
+31.2%
+17.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.7% | -0.9% |
| 7D | -0.3% | +4.3% | -4.6% | -0.6% |
| 30D | -0.7% | +12.5% | -13.2% | -1.6% |
| 3M | -6.3% | +31.2% | -37.5% | -8.1% |
| 6M | -10.7% | +14.4% | -25.0% | -11.8% |
| YTD | -3.5% | +33.9% | -37.4% | -5.9% |
| 1Y | +5.3% | +65.1% | -59.8% | +0.9% |
| 3Y | +31.8% | +49.0% | -17.2% | +25.8% |
| All | +48.7% | +31.2% | +17.5% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 5y: compounded portfolio wealth divided by compounded FIVE 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…
5y analysis · Full analysis span regression · 6 months rolling