+1,507.7%
SRE vs GEN
+2,545.4%
-1,037.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.5% | -0.4% |
| 7D | -0.3% | -1.2% | +0.9% | -0.2% |
| 30D | -0.7% | +10.1% | -10.9% | -1.8% |
| 3M | -6.3% | +16.1% | -22.4% | -7.9% |
| 6M | -10.7% | +38.9% | -49.5% | -14.2% |
| YTD | -3.5% | +14.4% | -17.9% | -5.5% |
| 1Y | +5.3% | +5.9% | -0.6% | +3.9% |
| 3Y | +31.8% | +58.8% | -27.0% | +23.9% |
| 5Y | +47.4% | +24.7% | +22.7% | +40.9% |
| 10Y | +120.6% | +163.1% | -42.5% | +90.9% |
| All | +1,507.7% | +2,545.4% | -1,037.7% | +1,224.8% |
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 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