+96.8%
SRE vs FND
+56.5%
+40.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.9% |
| 7D | -0.8% | -5.8% | +4.9% | -0.1% |
| 30D | -3.0% | -20.2% | +17.2% | -0.1% |
| 3M | -8.3% | -12.0% | +3.7% | -7.2% |
| 6M | -8.9% | -18.5% | +9.6% | -7.3% |
| YTD | -4.3% | -22.3% | +18.0% | -2.2% |
| 1Y | +2.7% | -47.6% | +50.4% | +10.7% |
| 3Y | +28.7% | -49.8% | +78.4% | +35.7% |
| 5Y | +47.1% | -63.0% | +110.1% | +57.5% |
| All | +96.8% | +56.5% | +40.3% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling