+126.1%
SRE vs M
-7.1%
+133.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.6% | -0.1% |
| 7D | +1.5% | -4.1% | +5.5% | +1.9% |
| 30D | +0.8% | -13.6% | +14.4% | +2.3% |
| 3M | -5.8% | -2.3% | -3.5% | -5.8% |
| 6M | -7.8% | +21.9% | -29.7% | -10.2% |
| YTD | -2.4% | -0.6% | -1.8% | -2.9% |
| 1Y | +8.9% | +29.7% | -20.8% | +4.9% |
| 3Y | +31.1% | +107.3% | -76.2% | +17.0% |
| 5Y | +48.6% | +20.5% | +28.1% | +34.4% |
| 10Y | +126.1% | -6.1% | +132.2% | +56.6% |
| All | +126.1% | -7.1% | +133.2% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling