+48.7%
SRE vs M
+27.3%
+21.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.8% |
| 7D | -0.3% | +4.7% | -5.0% | -0.6% |
| 30D | -0.7% | -9.6% | +8.9% | -0.1% |
| 3M | -6.3% | +0.9% | -7.2% | -6.5% |
| 6M | -10.7% | +22.3% | -32.9% | -12.2% |
| YTD | -3.5% | +6.5% | -10.0% | -4.3% |
| 1Y | +5.3% | +38.8% | -33.5% | +2.2% |
| 3Y | +31.8% | +115.9% | -84.1% | +22.8% |
| All | +48.7% | +27.3% | +21.4% | +41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling