+1,507.7%
SRE vs M
+71.0%
+1,436.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.0% |
| 7D | -0.3% | +4.7% | -5.0% | -1.0% |
| 30D | -0.7% | -9.6% | +8.9% | +0.6% |
| 3M | -6.3% | +0.9% | -7.2% | -6.7% |
| 6M | -10.7% | +22.3% | -32.9% | -13.6% |
| YTD | -3.5% | +6.5% | -10.0% | -5.1% |
| 1Y | +5.3% | +38.8% | -33.5% | -0.6% |
| 3Y | +31.8% | +115.9% | -84.1% | +13.2% |
| 5Y | +47.4% | +28.6% | +18.7% | +28.8% |
| 10Y | +120.6% | -2.5% | +123.1% | +74.5% |
| All | +1,507.7% | +71.0% | +1,436.8% | +916.6% |
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