+48.3%
SRE vs IT
-46.1%
+94.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | -0.7% | -12.7% | +12.0% | +0.4% |
| 30D | -1.7% | -8.9% | +7.2% | -1.1% |
| 3M | -7.1% | +10.1% | -17.2% | -8.5% |
| 6M | -8.4% | +7.3% | -15.6% | -9.9% |
| YTD | -3.5% | -32.4% | +28.9% | +1.0% |
| 1Y | +5.4% | -26.6% | +32.0% | +8.3% |
| 3Y | +29.5% | -51.8% | +81.3% | +41.9% |
| 5Y | +48.3% | -45.6% | +93.9% | +53.1% |
| All | +48.3% | -46.1% | +94.4% | +53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling