+24.4%
SRE vs S
+49.1%
-24.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.0% | -7.3% | +0.5% |
| 7D | -8.4% | +1.6% | -9.9% | -8.4% |
| 30D | -3.2% | -10.5% | +7.3% | -2.8% |
| 3M | -5.3% | +9.9% | -15.2% | -5.9% |
| 6M | -12.6% | +41.8% | -54.4% | -14.4% |
| YTD | -8.8% | +56.8% | -65.6% | -11.5% |
| 1Y | -13.4% | +39.0% | -52.4% | -15.3% |
| 3Y | +24.4% | +53.8% | -29.4% | +11.5% |
| All | +24.4% | +49.1% | -24.7% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 3y: compounded portfolio wealth divided by compounded S 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…
3y analysis · Full analysis span regression · 6 months rolling