+24.4%
SRE vs IP
+20.2%
+4.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.4% |
| 7D | -8.4% | -3.0% | -5.3% | -8.1% |
| 30D | -3.2% | +10.6% | -13.8% | -4.3% |
| 3M | -5.3% | -13.6% | +8.3% | -3.8% |
| 6M | -12.6% | +10.4% | -23.0% | -14.3% |
| YTD | -8.8% | -6.5% | -2.3% | -8.8% |
| 1Y | -13.4% | -2.1% | -11.3% | -14.2% |
| 3Y | +24.4% | +22.0% | +2.4% | +17.7% |
| All | +24.4% | +20.2% | +4.2% | +17.7% |
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