+48.3%
SRE vs SYY
+20.0%
+28.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | -0.7% | +1.5% | -2.2% | -1.1% |
| 30D | -1.7% | -2.3% | +0.6% | -1.1% |
| 3M | -7.1% | +5.5% | -12.6% | -8.7% |
| 6M | -8.4% | -1.0% | -7.4% | -8.7% |
| YTD | -3.5% | +14.1% | -17.6% | -8.5% |
| 1Y | +5.4% | +5.6% | -0.2% | +2.5% |
| 3Y | +29.5% | +27.9% | +1.6% | +16.8% |
| 5Y | +48.3% | +22.7% | +25.6% | +32.6% |
| All | +48.3% | +20.0% | +28.3% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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