+1,408.0%
SRE vs M
+72.7%
+1,335.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.5% | -1.5% |
| 7D | -9.2% | -4.3% | -4.9% | -8.7% |
| 30D | -1.9% | +1.3% | -3.2% | -2.2% |
| 3M | -6.5% | -7.4% | +0.8% | -5.9% |
| 6M | -15.2% | +18.3% | -33.6% | -17.8% |
| YTD | -9.5% | +7.6% | -17.0% | -11.3% |
| 1Y | -13.2% | +17.4% | -30.6% | -16.2% |
| 3Y | +19.5% | +108.4% | -88.9% | +3.1% |
| 5Y | +43.6% | -10.6% | +54.2% | +33.2% |
| 10Y | +109.9% | -3.2% | +113.1% | +66.1% |
| All | +1,408.0% | +72.7% | +1,335.3% | +850.0% |
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