+22.7%
SRE vs Z
-19.0%
+41.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.3% |
| 7D | -5.6% | -13.1% | +7.4% | -4.9% |
| 30D | -4.5% | +5.9% | -10.3% | -4.8% |
| 3M | -7.7% | -13.7% | +6.0% | -7.2% |
| 6M | -14.4% | -27.1% | +12.7% | -13.0% |
| YTD | -9.4% | -56.8% | +47.4% | -4.1% |
| 1Y | -13.8% | -60.2% | +46.4% | -8.2% |
| All | +22.7% | -19.0% | +41.7% | +16.6% |
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