-7.7%
SRE vs SPG
+34.3%
-41.9%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.9% | -5.8% | -3.7% |
| 7D | -2.1% | +8.2% | -10.3% | -4.6% |
| 30D | +6.1% | +13.5% | -7.4% | +1.8% |
| 3M | -3.5% | +2.2% | -5.8% | -4.4% |
| 6M | -10.8% | +15.9% | -26.7% | -15.4% |
| YTD | -4.0% | +27.6% | -31.6% | -11.6% |
| 1Y | -7.7% | +30.9% | -38.6% | -16.3% |
| All | -7.7% | +34.3% | -41.9% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling