+47.1%
SRE vs SPG
+83.5%
-36.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | -8.2% | +5.6% | -13.8% | -10.0% |
| 30D | -3.6% | +17.6% | -21.2% | -9.1% |
| 3M | -6.3% | +7.5% | -13.7% | -8.7% |
| 6M | -13.0% | +18.5% | -31.6% | -18.3% |
| YTD | -9.2% | +30.9% | -40.1% | -17.9% |
| 1Y | -13.1% | +34.1% | -47.2% | -22.1% |
| 3Y | +22.4% | +135.5% | -113.1% | -10.2% |
| 5Y | +47.1% | +86.5% | -39.4% | +10.4% |
| All | +47.1% | +83.5% | -36.4% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling