+47.3%
SRE vs IP
-9.5%
+56.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.3% |
| 7D | -8.4% | -3.0% | -5.3% | -7.9% |
| 30D | -3.2% | +10.6% | -13.8% | -4.9% |
| 3M | -5.3% | -13.6% | +8.3% | -3.1% |
| 6M | -12.6% | +10.4% | -23.0% | -15.0% |
| YTD | -8.8% | -6.5% | -2.3% | -9.0% |
| 1Y | -13.4% | -2.1% | -11.3% | -14.6% |
| 3Y | +24.4% | +22.0% | +2.4% | +10.5% |
| 5Y | +47.3% | -9.7% | +57.0% | +43.4% |
| All | +47.3% | -9.5% | +56.9% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling