+28.7%
SRE vs TEVA
+280.8%
-252.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -0.9% |
| 7D | -0.8% | +2.0% | -2.8% | -0.9% |
| 30D | -3.0% | +1.0% | -4.0% | -3.1% |
| 3M | -8.3% | +7.3% | -15.6% | -8.6% |
| 6M | -8.9% | +21.7% | -30.6% | -9.9% |
| YTD | -4.3% | +18.8% | -23.1% | -5.2% |
| 1Y | +2.7% | +86.5% | -83.7% | -0.6% |
| 3Y | +28.7% | +269.4% | -240.8% | +17.4% |
| All | +28.7% | +280.8% | -252.1% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling