+49.4%
SRE vs SPG
+109.1%
-59.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.3% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | +1.9% | -4.9% | +6.8% | +3.6% |
| 3M | -3.3% | +3.3% | -6.6% | -4.5% |
| 6M | -6.4% | +11.2% | -17.6% | -10.0% |
| YTD | -1.8% | +17.1% | -18.9% | -7.3% |
| 1Y | +10.7% | +21.6% | -10.8% | +3.1% |
| 3Y | +31.8% | +111.9% | -80.1% | +1.6% |
| All | +49.4% | +109.1% | -59.7% | +10.1% |
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