+5.3%
SRE vs FLR
+31.2%
-25.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.6% |
| 7D | -0.3% | +5.4% | -5.7% | -0.4% |
| 30D | -0.7% | +11.4% | -12.1% | -1.1% |
| 3M | -6.3% | +11.4% | -17.7% | -6.7% |
| 6M | -10.7% | +16.6% | -27.3% | -11.3% |
| YTD | -3.5% | +41.7% | -45.2% | -5.1% |
| 1Y | +5.3% | +35.4% | -30.1% | +4.9% |
| All | +5.3% | +31.2% | -25.9% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling