+121.0%
SRE vs IP
+24.7%
+96.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.2% |
| 7D | -8.2% | 0.0% | -8.2% | -8.2% |
| 30D | -3.6% | +9.4% | -13.0% | -5.9% |
| 3M | -6.3% | -14.1% | +7.8% | -3.0% |
| 6M | -13.0% | +9.2% | -22.2% | -16.2% |
| YTD | -9.2% | -7.5% | -1.7% | -9.6% |
| 1Y | -13.1% | -2.8% | -10.3% | -14.9% |
| 3Y | +22.4% | +21.2% | +1.2% | +6.4% |
| 5Y | +47.1% | -11.5% | +58.6% | +39.8% |
| 10Y | +121.0% | +23.7% | +97.3% | +72.3% |
| All | +121.0% | +24.7% | +96.2% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling