+1,556.7%
SRE vs SNY
+241.9%
+1,314.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -0.8% | -3.3% | +2.5% | +0.2% |
| 30D | -3.0% | -2.2% | -0.9% | -2.5% |
| 3M | -8.3% | -3.0% | -5.3% | -7.7% |
| 6M | -8.9% | +2.7% | -11.6% | -10.0% |
| YTD | -4.3% | -6.8% | +2.6% | -2.7% |
| 1Y | +2.7% | -5.3% | +8.0% | +3.6% |
| 3Y | +28.7% | -9.8% | +38.5% | +28.3% |
| 5Y | +47.1% | +9.7% | +37.5% | +35.4% |
| 10Y | +121.7% | +64.5% | +57.2% | +75.0% |
| All | +1,556.7% | +241.9% | +1,314.8% | +803.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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