+48.3%
SRE vs OMC
+31.0%
+17.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.5% |
| 7D | -0.7% | -6.2% | +5.6% | +0.5% |
| 30D | -1.7% | -7.6% | +5.8% | -0.3% |
| 3M | -7.1% | +7.4% | -14.5% | -8.8% |
| 6M | -8.4% | +0.1% | -8.5% | -8.9% |
| YTD | -3.5% | +0.4% | -3.9% | -4.5% |
| 1Y | +5.4% | +7.8% | -2.4% | +2.3% |
| 3Y | +29.5% | +11.8% | +17.7% | +22.6% |
| 5Y | +48.3% | +32.5% | +15.9% | +27.7% |
| All | +48.3% | +31.0% | +17.4% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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