+1,408.0%
SRE vs IP
+122.7%
+1,285.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.3% |
| 7D | -9.2% | -5.1% | -4.1% | -8.1% |
| 30D | -1.9% | +8.5% | -10.4% | -3.9% |
| 3M | -6.5% | -13.8% | +7.3% | -3.6% |
| 6M | -15.2% | +5.7% | -21.0% | -17.3% |
| YTD | -9.5% | -9.1% | -0.3% | -9.4% |
| 1Y | -13.2% | -0.8% | -12.4% | -15.1% |
| 3Y | +19.5% | +14.8% | +4.7% | +9.5% |
| 5Y | +43.6% | -11.5% | +55.1% | +38.6% |
| 10Y | +109.9% | +27.9% | +82.0% | +78.4% |
| All | +1,408.0% | +122.7% | +1,285.3% | +850.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling