+118.2%
SRE vs GEN
+159.8%
-41.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.9% |
| 7D | -0.8% | -1.3% | +0.4% | -0.7% |
| 30D | -3.0% | +6.1% | -9.1% | -3.8% |
| 3M | -8.3% | +27.0% | -35.3% | -11.2% |
| 6M | -8.9% | +43.9% | -52.8% | -13.6% |
| YTD | -4.3% | +13.0% | -17.2% | -6.2% |
| 1Y | +2.7% | +4.0% | -1.3% | +1.8% |
| 3Y | +28.7% | +66.2% | -37.5% | +18.9% |
| 5Y | +47.1% | +23.2% | +24.0% | +39.1% |
| All | +118.2% | +159.8% | -41.6% | +93.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling