-7.7%
SRE vs GEN
+20.2%
-27.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.0% | -6.9% | -2.7% |
| 7D | -2.1% | +26.9% | -28.9% | -1.2% |
| 30D | +6.1% | +38.6% | -32.6% | +7.7% |
| 3M | -3.5% | +9.7% | -13.3% | -3.8% |
| 6M | -10.8% | +58.9% | -69.7% | -8.1% |
| YTD | -4.0% | +15.3% | -19.3% | +0.1% |
| 1Y | -7.7% | +21.8% | -29.4% | -3.7% |
| All | -7.7% | +20.2% | -27.8% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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