+5.3%
SRE vs INDA
-5.0%
+10.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.3% | +0.7% | -1.0% | -0.3% |
| 30D | -0.7% | -0.8% | +0.1% | -0.7% |
| 3M | -6.3% | +3.9% | -10.2% | -6.5% |
| 6M | -10.7% | -0.7% | -9.9% | -10.5% |
| YTD | -3.5% | -7.7% | +4.2% | -2.3% |
| 1Y | +5.3% | -5.1% | +10.4% | +8.0% |
| All | +5.3% | -5.0% | +10.3% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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