+1,534.2%
SRE vs FLR
+603.8%
+930.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.3% |
| 7D | -0.3% | +5.4% | -5.7% | -1.1% |
| 30D | -0.7% | +11.4% | -12.1% | -2.6% |
| 3M | -6.3% | +11.4% | -17.7% | -8.4% |
| 6M | -10.7% | +16.6% | -27.3% | -13.6% |
| YTD | -3.5% | +41.7% | -45.2% | -9.5% |
| 1Y | +5.3% | +35.4% | -30.1% | -1.0% |
| 3Y | +31.8% | +57.3% | -25.5% | +17.6% |
| 5Y | +47.4% | +241.0% | -193.6% | +14.4% |
| 10Y | +120.6% | +16.6% | +103.9% | +80.3% |
| All | +1,534.2% | +603.8% | +930.4% | +919.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling