+116.7%
SRE vs P
+748.5%
-631.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.3% | -5.5% | +0.2% |
| 7D | -8.4% | -9.6% | +1.2% | -7.6% |
| 30D | -3.2% | -33.4% | +30.3% | +0.1% |
| 3M | -5.3% | +14.2% | -19.5% | -7.2% |
| 6M | -12.6% | +31.6% | -44.2% | -16.2% |
| YTD | -8.8% | +53.5% | -62.2% | -14.3% |
| 1Y | -13.4% | +14.2% | -27.6% | -16.8% |
| 3Y | +24.4% | +190.5% | -166.1% | +3.6% |
| 5Y | +47.3% | +256.3% | -209.0% | +16.6% |
| 10Y | +116.7% | +707.9% | -591.2% | +45.5% |
| All | +116.7% | +748.5% | -631.9% | +45.5% |
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