+5.3%
SRE vs MKTX
-8.5%
+13.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.6% |
| 7D | -0.3% | +0.4% | -0.7% | -0.3% |
| 30D | -0.7% | +1.1% | -1.8% | -0.8% |
| 3M | -6.3% | +36.1% | -42.4% | -7.4% |
| 6M | -10.7% | -12.9% | +2.2% | -8.2% |
| YTD | -3.5% | -8.5% | +5.1% | -1.4% |
| 1Y | +5.3% | -7.5% | +12.8% | +7.3% |
| All | +5.3% | -8.5% | +13.8% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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