+48.6%
SRE vs Z
-65.8%
+114.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.5% |
| 7D | +1.5% | -7.1% | +8.5% | +1.9% |
| 30D | +0.8% | -4.8% | +5.6% | +1.0% |
| 3M | -5.8% | -9.3% | +3.6% | -5.4% |
| 6M | -7.8% | -29.0% | +21.2% | -6.2% |
| YTD | -2.4% | -52.9% | +50.5% | +2.0% |
| 1Y | +8.9% | -63.1% | +72.0% | +15.6% |
| 3Y | +31.1% | -36.9% | +67.9% | +32.3% |
| 5Y | +48.6% | -65.5% | +114.1% | +43.4% |
| All | +48.6% | -65.8% | +114.4% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling