-7.7%
SRE vs MDY
+17.5%
-25.2%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.5% | -3.0% |
| 7D | -2.1% | +1.7% | -3.8% | -2.4% |
| 30D | +6.1% | +1.2% | +4.9% | +5.8% |
| 3M | -3.5% | -3.5% | 0.0% | -2.9% |
| 6M | -10.8% | +3.5% | -14.3% | -11.9% |
| YTD | -4.0% | +13.6% | -17.6% | -8.4% |
| 1Y | -7.7% | +17.1% | -24.7% | -12.7% |
| All | -7.7% | +17.5% | -25.2% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 1y: compounded portfolio wealth divided by compounded MDY 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…
1y analysis · Full analysis span regression · 6 months rolling