+24.8%
SRE vs FTI
+212.2%
-187.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.4% |
| 7D | +1.8% | +4.3% | -2.6% | +1.1% |
| 30D | -3.0% | -4.7% | +1.7% | -2.5% |
| 3M | -7.3% | -13.5% | +6.3% | -5.5% |
| 6M | -11.9% | -8.7% | -3.2% | -11.2% |
| YTD | -7.9% | +49.0% | -56.9% | -14.7% |
| 1Y | -11.1% | +54.0% | -65.2% | -18.3% |
| 3Y | +24.8% | +211.6% | -186.8% | +3.9% |
| All | +24.8% | +212.2% | -187.4% | +3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling