+31.8%
SRE vs Z
-37.5%
+69.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.4% | +8.1% | +2.0% |
| 7D | +1.4% | -3.3% | +4.7% | +1.6% |
| 30D | +1.9% | -3.7% | +5.6% | +2.0% |
| 3M | -3.3% | -7.0% | +3.7% | -3.1% |
| 6M | -6.4% | -29.5% | +23.1% | -4.6% |
| YTD | -1.8% | -52.6% | +50.7% | +3.3% |
| 1Y | +10.7% | -64.0% | +74.8% | +19.1% |
| 3Y | +31.8% | -36.4% | +68.2% | +26.0% |
| All | +31.8% | -37.5% | +69.2% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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