+266.8%
SRE vs FIVE
+868.1%
-601.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.7% | -1.2% |
| 7D | -0.3% | +4.3% | -4.6% | -0.8% |
| 30D | -0.7% | +12.5% | -13.2% | -2.2% |
| 3M | -6.3% | +31.2% | -37.5% | -9.5% |
| 6M | -10.7% | +14.4% | -25.0% | -12.7% |
| YTD | -3.5% | +33.9% | -37.4% | -7.5% |
| 1Y | +5.3% | +65.1% | -59.8% | -1.9% |
| 3Y | +31.8% | +49.0% | -17.2% | +20.5% |
| 5Y | +47.4% | +30.3% | +17.1% | +34.1% |
| 10Y | +120.6% | +481.1% | -360.5% | +65.2% |
| All | +266.8% | +868.1% | -601.4% | +152.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling