+5.3%
SRE vs IT
-24.5%
+29.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | -0.9% |
| 7D | -0.3% | -6.0% | +5.7% | -0.7% |
| 30D | -0.7% | 0.0% | -0.7% | -0.7% |
| 3M | -6.3% | +13.1% | -19.4% | -5.6% |
| 6M | -10.7% | +11.7% | -22.3% | -9.6% |
| YTD | -3.5% | -26.1% | +22.6% | -3.6% |
| 1Y | +5.3% | -21.3% | +26.6% | +5.5% |
| All | +5.3% | -24.5% | +29.8% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling