+1,526.3%
SRE vs SYY
+1,184.5%
+341.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.3% |
| 7D | +1.5% | -0.2% | +1.7% | +1.5% |
| 30D | +0.8% | -2.7% | +3.6% | +1.8% |
| 3M | -5.8% | +5.9% | -11.7% | -7.8% |
| 6M | -7.8% | -2.3% | -5.5% | -7.9% |
| YTD | -2.4% | +13.1% | -15.4% | -7.8% |
| 1Y | +8.9% | +3.8% | +5.1% | +5.9% |
| 3Y | +31.1% | +26.7% | +4.3% | +17.5% |
| 5Y | +48.6% | +19.4% | +29.2% | +33.9% |
| 10Y | +126.1% | +112.0% | +14.2% | +54.2% |
| All | +1,526.3% | +1,184.5% | +341.8% | +530.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling