+1,434.4%
SRE vs SPG
+3,004.4%
-1,570.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | +1.8% | +2.0% | -0.2% | +1.2% |
| 30D | -3.0% | +17.2% | -20.2% | -7.2% |
| 3M | -7.3% | +6.3% | -13.6% | -8.9% |
| 6M | -11.9% | +18.7% | -30.6% | -16.0% |
| YTD | -7.9% | +30.1% | -38.0% | -14.5% |
| 1Y | -11.1% | +32.8% | -43.9% | -18.0% |
| 3Y | +24.8% | +133.6% | -108.8% | -1.8% |
| 5Y | +52.4% | +84.4% | -32.0% | +25.7% |
| 10Y | +127.9% | +114.3% | +13.6% | +64.6% |
| All | +1,434.4% | +3,004.4% | -1,570.0% | +443.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling