+140.7%
SRE vs P
+485.4%
-344.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.7% |
| 7D | -0.3% | +6.5% | -6.9% | -0.9% |
| 30D | -0.7% | +18.8% | -19.6% | -2.4% |
| 3M | -6.3% | +26.7% | -33.1% | -8.8% |
| 6M | -10.7% | +62.2% | -72.8% | -15.4% |
| YTD | -3.5% | +48.5% | -52.0% | -8.2% |
| 1Y | +5.3% | +26.4% | -21.1% | +0.9% |
| 3Y | +31.8% | +159.4% | -127.6% | +13.2% |
| 5Y | +47.4% | +275.8% | -228.4% | +18.8% |
| 10Y | +120.6% | +732.0% | -611.5% | +55.8% |
| All | +140.7% | +485.4% | -344.7% | +70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling