+31.2%
SRE vs IT
-52.2%
+83.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | -0.5% |
| 7D | +1.5% | -9.1% | +10.6% | +1.7% |
| 30D | +0.8% | -12.2% | +13.0% | +1.2% |
| 3M | -5.8% | +7.8% | -13.6% | -6.3% |
| 6M | -7.8% | +2.0% | -9.8% | -8.1% |
| YTD | -2.4% | -32.7% | +30.4% | +1.4% |
| 1Y | +8.9% | -31.1% | +40.0% | +12.3% |
| All | +31.2% | -52.2% | +83.4% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling