+127.4%
SRE vs P
+727.7%
-600.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.6% |
| 7D | +1.4% | +7.8% | -6.4% | +0.7% |
| 30D | +1.9% | +12.3% | -10.4% | +0.6% |
| 3M | -3.3% | +37.1% | -40.4% | -6.6% |
| 6M | -6.4% | +66.1% | -72.5% | -11.8% |
| YTD | -1.8% | +50.9% | -52.8% | -7.0% |
| 1Y | +10.7% | +27.2% | -16.5% | +5.7% |
| 3Y | +31.8% | +158.7% | -126.9% | +12.0% |
| 5Y | +49.2% | +291.1% | -241.9% | +17.3% |
| All | +127.4% | +727.7% | -600.3% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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