+22.0%
SRE vs IP
+12.9%
+9.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.0% | +0.3% | -3.2% |
| 7D | -7.1% | -5.0% | -2.1% | -6.5% |
| 30D | -0.2% | +6.5% | -6.7% | -1.0% |
| 3M | -4.9% | -18.0% | +13.1% | -2.8% |
| 6M | -14.1% | +10.3% | -24.4% | -15.8% |
| YTD | -7.5% | -9.9% | +2.4% | -7.2% |
| 1Y | -11.0% | -1.1% | -9.9% | -12.1% |
| All | +22.0% | +12.9% | +9.1% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling