+1,507.7%
SRE vs IT
+490.5%
+1,017.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | +0.1% |
| 7D | -0.3% | -6.0% | +5.7% | +0.5% |
| 30D | -0.7% | 0.0% | -0.7% | -0.9% |
| 3M | -6.3% | +13.1% | -19.4% | -9.0% |
| 6M | -10.7% | +11.7% | -22.3% | -13.6% |
| YTD | -3.5% | -26.1% | +22.6% | -1.1% |
| 1Y | +5.3% | -21.3% | +26.6% | +6.3% |
| 3Y | +31.8% | -46.7% | +78.5% | +39.6% |
| 5Y | +47.4% | -40.5% | +87.9% | +51.6% |
| 10Y | +120.6% | +103.9% | +16.7% | +84.2% |
| All | +1,507.7% | +490.5% | +1,017.2% | +919.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling