+2.7%
SRE vs IT
-23.2%
+25.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.3% | -6.0% | -0.5% |
| 7D | -0.8% | -3.7% | +2.8% | -1.0% |
| 30D | -3.0% | +0.1% | -3.1% | -2.9% |
| 3M | -8.3% | +20.7% | -29.0% | -7.3% |
| 6M | -8.9% | +12.0% | -20.9% | -8.0% |
| YTD | -4.3% | -28.8% | +24.5% | -4.1% |
| 1Y | +2.7% | -25.5% | +28.3% | +3.0% |
| All | +2.7% | -23.2% | +25.9% | +3.0% |
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