+1,434.4%
SRE vs GEN
+2,523.8%
-1,089.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.5% |
| 7D | +1.8% | +2.0% | -0.3% | +1.5% |
| 30D | -3.0% | +27.7% | -30.7% | -5.6% |
| 3M | -7.3% | +3.3% | -10.5% | -7.9% |
| 6M | -11.9% | +31.8% | -43.7% | -15.0% |
| YTD | -7.9% | +13.5% | -21.4% | -10.0% |
| 1Y | -11.1% | +16.0% | -27.2% | -13.4% |
| 3Y | +24.8% | +70.6% | -45.8% | +16.2% |
| 5Y | +52.4% | +32.1% | +20.3% | +44.5% |
| 10Y | +127.9% | +153.4% | -25.5% | +97.4% |
| All | +1,434.4% | +2,523.8% | -1,089.4% | +1,161.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling