+18.3%
SRE vs SN
+671.3%
-653.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | +0.5% |
| 7D | +1.8% | +1.5% | +0.2% | +1.6% |
| 30D | -3.0% | +21.5% | -24.5% | -4.4% |
| 3M | -7.3% | +20.0% | -27.3% | -8.6% |
| 6M | -11.9% | +119.9% | -131.8% | -17.7% |
| YTD | -7.9% | +102.3% | -110.2% | -13.5% |
| 1Y | -11.1% | +148.0% | -159.1% | -18.0% |
| 3Y | +24.8% | +450.0% | -425.2% | +8.0% |
| All | +18.3% | +671.3% | -653.0% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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