-14.1%
SRE vs PL
-71.0%
+56.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -10.1% | +6.4% | -3.6% |
| 7D | -7.1% | -20.5% | +13.5% | -7.0% |
| 30D | -0.2% | -38.8% | +38.6% | -0.2% |
| 3M | -4.9% | -49.1% | +44.2% | -5.2% |
| 6M | -14.1% | -69.4% | +55.3% | -15.4% |
| All | -14.1% | -71.0% | +56.9% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 6mo: compounded portfolio wealth divided by compounded PL 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…
6mo analysis · Full analysis span regression · 6 months rolling