-12.7%
SRE vs Q
+74.5%
-87.2%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.0% | +1.1% |
| 7D | -1.1% | +11.5% | -12.6% | -1.5% |
| 30D | -4.1% | -0.2% | -3.9% | -4.1% |
| 3M | -7.3% | -13.6% | +6.3% | -6.8% |
| 6M | -14.1% | -27.0% | +12.9% | -13.2% |
| YTD | -8.5% | +50.5% | -59.1% | -10.6% |
| 1Y | -12.0% | +33.8% | -45.8% | -13.5% |
| All | -12.7% | +74.5% | -87.2% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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