+359.4%
SRE vs INDA
+111.6%
+247.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.3% |
| 7D | +1.4% | -1.0% | +2.4% | +1.8% |
| 30D | +1.9% | -2.5% | +4.4% | +2.8% |
| 3M | -3.3% | +4.0% | -7.3% | -4.9% |
| 6M | -6.4% | -1.8% | -4.6% | -6.2% |
| YTD | -1.8% | -9.2% | +7.4% | +1.3% |
| 1Y | +10.7% | -7.2% | +17.9% | +13.3% |
| 3Y | +31.8% | +9.8% | +22.0% | +25.7% |
| 5Y | +49.2% | +7.5% | +41.7% | +42.6% |
| 10Y | +118.5% | +80.8% | +37.8% | +64.6% |
| All | +359.4% | +111.6% | +247.8% | +228.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling