+1,535.1%
SRE vs MDY
+1,333.8%
+201.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.1% |
| 7D | +1.4% | +1.0% | +0.4% | +0.9% |
| 30D | +1.9% | -3.1% | +5.0% | +3.6% |
| 3M | -3.3% | +1.8% | -5.1% | -4.4% |
| 6M | -6.4% | +10.8% | -17.2% | -11.9% |
| YTD | -1.8% | +14.4% | -16.3% | -9.3% |
| 1Y | +10.7% | +15.2% | -4.5% | +1.7% |
| 3Y | +31.8% | +51.2% | -19.4% | +3.4% |
| 5Y | +49.2% | +47.2% | +2.0% | +17.0% |
| 10Y | +118.5% | +171.1% | -52.6% | +19.9% |
| All | +1,535.1% | +1,333.8% | +201.3% | +343.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling