+47.3%
SRE vs P
+256.2%
-208.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.3% | -5.5% | +0.5% |
| 7D | -8.4% | -9.6% | +1.2% | -8.0% |
| 30D | -3.2% | -33.4% | +30.3% | -1.5% |
| 3M | -5.3% | +14.2% | -19.5% | -6.3% |
| 6M | -12.6% | +31.6% | -44.2% | -14.5% |
| YTD | -8.8% | +53.5% | -62.2% | -11.7% |
| 1Y | -13.4% | +14.2% | -27.6% | -15.1% |
| 3Y | +24.4% | +190.5% | -166.1% | +12.0% |
| 5Y | +47.3% | +256.3% | -209.0% | +28.9% |
| All | +47.3% | +256.2% | -208.9% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling