+48.3%
SRE vs INDA
+4.5%
+43.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.8% |
| 7D | -0.7% | -3.6% | +3.0% | +0.6% |
| 30D | -1.7% | -4.0% | +2.2% | -0.4% |
| 3M | -7.1% | +1.7% | -8.8% | -7.9% |
| 6M | -8.4% | -3.6% | -4.7% | -7.5% |
| YTD | -3.5% | -11.0% | +7.5% | +0.6% |
| 1Y | +5.4% | -9.5% | +14.9% | +9.0% |
| 3Y | +29.5% | +7.6% | +21.9% | +23.0% |
| 5Y | +48.3% | +4.8% | +43.5% | +38.8% |
| All | +48.3% | +4.5% | +43.8% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling