+128.5%
SRE vs GEN
+147.0%
-18.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.3% |
| 7D | -1.1% | -3.0% | +1.9% | -0.7% |
| 30D | -4.1% | +24.7% | -28.8% | -6.8% |
| 3M | -7.3% | +4.1% | -11.4% | -8.2% |
| 6M | -14.1% | +36.0% | -50.2% | -18.1% |
| YTD | -8.5% | +10.9% | -19.4% | -10.5% |
| 1Y | -12.0% | +12.2% | -24.2% | -14.1% |
| 3Y | +23.4% | +63.3% | -39.9% | +13.8% |
| 5Y | +51.3% | +29.0% | +22.3% | +41.9% |
| All | +128.5% | +147.0% | -18.5% | +105.8% |
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