+31.8%
SRE vs SPG
+112.2%
-80.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.2% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | +1.9% | -4.9% | +6.8% | +3.9% |
| 3M | -3.3% | +3.3% | -6.6% | -4.8% |
| 6M | -6.4% | +11.2% | -17.6% | -10.6% |
| YTD | -1.8% | +17.1% | -18.9% | -8.3% |
| 1Y | +10.7% | +21.6% | -10.8% | +1.7% |
| 3Y | +31.8% | +111.9% | -80.1% | -6.3% |
| All | +31.8% | +112.2% | -80.4% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling