+864.2%
SRE vs MKTX
+1,443.5%
-579.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.7% | -0.2% | -0.5% | -0.6% |
| 30D | -1.7% | +0.8% | -2.6% | -1.9% |
| 3M | -7.1% | +41.1% | -48.2% | -12.8% |
| 6M | -8.4% | -9.5% | +1.2% | -7.7% |
| YTD | -3.5% | -8.7% | +5.2% | -3.0% |
| 1Y | +5.4% | -10.0% | +15.4% | +6.0% |
| 3Y | +29.5% | -24.6% | +54.1% | +31.5% |
| 5Y | +48.3% | -60.3% | +108.6% | +64.7% |
| 10Y | +123.5% | +5.0% | +118.4% | +102.8% |
| All | +864.2% | +1,443.5% | -579.3% | +343.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling