+48.3%
SRE vs MDY
+43.9%
+4.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -0.7% |
| 7D | -0.7% | -2.5% | +1.8% | +0.6% |
| 30D | -1.7% | -5.0% | +3.3% | +0.7% |
| 3M | -7.1% | +0.5% | -7.5% | -7.5% |
| 6M | -8.4% | +8.0% | -16.4% | -12.2% |
| YTD | -3.5% | +12.2% | -15.7% | -9.5% |
| 1Y | +5.4% | +14.0% | -8.6% | -2.1% |
| 3Y | +29.5% | +48.2% | -18.6% | +4.4% |
| 5Y | +48.3% | +46.1% | +2.2% | +17.1% |
| All | +48.3% | +43.9% | +4.4% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling