+1,412.0%
SRE vs M
+87.6%
+1,324.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -8.2% | +5.0% | -13.2% | -8.9% |
| 30D | -3.6% | +10.6% | -14.3% | -5.1% |
| 3M | -6.3% | +1.6% | -7.8% | -6.8% |
| 6M | -13.0% | +30.8% | -43.9% | -16.8% |
| YTD | -9.2% | +16.9% | -26.1% | -12.1% |
| 1Y | -13.1% | +26.3% | -39.4% | -17.0% |
| 3Y | +22.4% | +158.6% | -136.2% | +2.5% |
| 5Y | +47.1% | +2.1% | +45.0% | +33.9% |
| 10Y | +121.0% | -4.3% | +125.3% | +75.7% |
| All | +1,412.0% | +87.6% | +1,324.4% | +841.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling