+49.4%
SRE vs FTV
+17.3%
+32.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +1.8% | +3.9% | -2.1% | +0.7% |
| 30D | -3.0% | +18.7% | -21.6% | -7.4% |
| 3M | -7.3% | +10.0% | -17.3% | -9.7% |
| 6M | -11.9% | +14.6% | -26.4% | -15.4% |
| YTD | -7.9% | +23.4% | -31.3% | -14.2% |
| 1Y | -11.1% | +31.3% | -42.4% | -19.0% |
| 3Y | +24.8% | +39.8% | -15.0% | +9.5% |
| All | +49.4% | +17.3% | +32.0% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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