+120.0%
SRE vs MTB
+172.9%
-52.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -0.7% | -0.4% | -0.2% | -0.6% |
| 30D | -1.7% | -4.6% | +2.9% | -0.4% |
| 3M | -7.1% | +7.4% | -14.5% | -9.1% |
| 6M | -8.4% | +18.7% | -27.0% | -13.1% |
| YTD | -3.5% | +21.1% | -24.6% | -9.3% |
| 1Y | +5.4% | +24.1% | -18.7% | -1.8% |
| 3Y | +29.5% | +115.3% | -85.8% | +1.5% |
| 5Y | +48.3% | +106.0% | -57.7% | +13.9% |
| All | +120.0% | +172.9% | -52.9% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling