+1,434.4%
SRE vs MTB
+736.1%
+698.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 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% | -4.2% |
| 6M | -11.9% | +9.8% | -21.7% | -14.2% |
| YTD | -7.9% | +12.0% | -19.9% | -11.0% |
| 1Y | -11.1% | +22.0% | -33.2% | -16.2% |
| 3Y | +24.8% | +107.6% | -82.8% | +1.6% |
| 5Y | +52.4% | +61.9% | -9.5% | +29.1% |
| 10Y | +127.9% | +116.3% | +11.6% | +68.6% |
| All | +1,434.4% | +736.1% | +698.3% | +653.5% |
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