+49.4%
SRE vs MTB
+61.4%
-12.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | +1.8% | +1.5% | +0.2% | +1.3% |
| 30D | -3.0% | +2.3% | -5.3% | -3.6% |
| 3M | -7.3% | -12.1% | +4.9% | -4.1% |
| 6M | -11.9% | +9.8% | -21.7% | -14.3% |
| YTD | -7.9% | +12.0% | -19.9% | -11.3% |
| 1Y | -11.1% | +22.0% | -33.2% | -16.6% |
| 3Y | +24.8% | +107.6% | -82.8% | +1.8% |
| All | +49.4% | +61.4% | -12.0% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling