-6.3%
SRE vs Q
+75.3%
-81.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | +1.6% |
| 7D | +1.4% | +6.7% | -5.3% | +1.1% |
| 30D | +1.9% | -10.6% | +12.5% | +2.4% |
| 3M | -3.3% | -14.6% | +11.3% | -3.0% |
| 6M | -6.4% | +12.1% | -18.5% | -7.6% |
| YTD | -1.8% | +51.3% | -53.1% | -4.0% |
| All | -6.3% | +75.3% | -81.6% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling