+1,507.7%
SRE vs MTB
+806.9%
+700.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -0.3% | +1.7% | -2.0% | -0.8% |
| 30D | -0.7% | -4.2% | +3.5% | +0.3% |
| 3M | -6.3% | +8.9% | -15.2% | -8.5% |
| 6M | -10.7% | +10.9% | -21.5% | -13.2% |
| YTD | -3.5% | +21.5% | -24.9% | -8.7% |
| 1Y | +5.3% | +21.9% | -16.6% | -0.7% |
| 3Y | +31.8% | +109.2% | -77.5% | +6.8% |
| 5Y | +47.4% | +102.0% | -54.6% | +17.6% |
| 10Y | +120.6% | +171.9% | -51.4% | +54.0% |
| All | +1,507.7% | +806.9% | +700.9% | +673.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling