-7.7%
SRE vs FTI
+57.1%
-64.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.5% | -2.7% |
| 7D | -2.1% | -9.7% | +7.6% | -1.6% |
| 30D | +6.1% | -8.2% | +14.2% | +6.5% |
| 3M | -3.5% | -7.8% | +4.3% | -3.5% |
| 6M | -10.8% | -13.4% | +2.6% | -10.1% |
| YTD | -4.0% | +45.1% | -49.0% | -8.3% |
| 1Y | -7.7% | +54.6% | -62.2% | -11.3% |
| All | -7.7% | +57.1% | -64.8% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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