+28.7%
SRE vs MGY
+25.2%
+3.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -0.8% | +3.5% | -4.4% | -1.6% |
| 30D | -3.0% | +5.3% | -8.3% | -4.1% |
| 3M | -8.3% | +2.6% | -11.0% | -9.0% |
| 6M | -8.9% | -3.3% | -5.6% | -8.9% |
| YTD | -4.3% | +29.2% | -33.5% | -10.9% |
| 1Y | +2.7% | +18.0% | -15.3% | -2.5% |
| 3Y | +28.7% | +30.0% | -1.3% | +16.0% |
| All | +28.7% | +25.2% | +3.5% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 3y: compounded portfolio wealth divided by compounded MGY 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…
3y analysis · Full analysis span regression · 6 months rolling