+403.8%
SRE vs SCHG
+1,121.7%
-717.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -0.7% | -2.7% | +2.1% | +0.7% |
| 30D | -1.7% | -2.2% | +0.5% | -0.8% |
| 3M | -7.1% | +6.2% | -13.2% | -10.0% |
| 6M | -8.4% | +13.4% | -21.7% | -14.5% |
| YTD | -3.5% | +7.1% | -10.6% | -7.5% |
| 1Y | +5.4% | +12.5% | -7.1% | -1.6% |
| 3Y | +29.5% | +86.2% | -56.7% | -8.6% |
| 5Y | +48.3% | +83.9% | -35.6% | +2.3% |
| 10Y | +123.5% | +451.3% | -327.8% | -23.3% |
| All | +403.8% | +1,121.7% | -717.9% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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