+118.2%
SRE vs TEVA
-22.9%
+141.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -0.9% |
| 7D | -0.8% | +2.0% | -2.8% | -1.0% |
| 30D | -3.0% | +1.0% | -4.0% | -3.1% |
| 3M | -8.3% | +7.3% | -15.6% | -8.9% |
| 6M | -8.9% | +21.7% | -30.6% | -10.6% |
| YTD | -4.3% | +18.8% | -23.1% | -5.9% |
| 1Y | +2.7% | +86.5% | -83.7% | -2.8% |
| 3Y | +28.7% | +269.4% | -240.8% | +13.1% |
| 5Y | +47.1% | +303.6% | -256.4% | +26.6% |
| All | +118.2% | -22.9% | +141.2% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 10y: compounded portfolio wealth divided by compounded TEVA 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…
10y analysis · Full analysis span regression · 6 months rolling