+48.3%
SRE vs FND
-62.8%
+111.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.1% |
| 7D | -0.7% | -5.1% | +4.4% | -0.2% |
| 30D | -1.7% | -22.5% | +20.8% | +0.5% |
| 3M | -7.1% | -5.0% | -2.1% | -7.1% |
| 6M | -8.4% | -21.5% | +13.2% | -6.9% |
| YTD | -3.5% | -23.0% | +19.5% | -2.0% |
| 1Y | +5.4% | -44.9% | +50.3% | +10.5% |
| 3Y | +29.5% | -50.0% | +79.5% | +34.3% |
| 5Y | +48.3% | -63.3% | +111.6% | +52.1% |
| All | +48.3% | -62.8% | +111.1% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling