+48.6%
SRE vs FTV
+1.8%
+46.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | +1.5% | -1.3% | +2.7% | +1.8% |
| 30D | +0.8% | -9.5% | +10.3% | +3.5% |
| 3M | -5.8% | -10.9% | +5.1% | -3.1% |
| 6M | -7.8% | -0.6% | -7.2% | -8.3% |
| YTD | -2.4% | +1.4% | -3.8% | -4.1% |
| 1Y | +8.9% | +17.6% | -8.7% | +1.7% |
| 3Y | +31.1% | -3.3% | +34.3% | +28.4% |
| 5Y | +48.6% | -0.1% | +48.8% | +39.2% |
| All | +48.6% | +1.8% | +46.8% | +39.2% |
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