+118.5%
SRE vs Z
+4.2%
+114.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.2% | +1.2% |
| 7D | -1.1% | -4.9% | +3.9% | -0.7% |
| 30D | -4.1% | +3.0% | -7.1% | -4.5% |
| 3M | -7.3% | -13.4% | +6.1% | -6.6% |
| 6M | -14.1% | -27.3% | +13.2% | -12.4% |
| YTD | -8.5% | -57.8% | +49.3% | -2.5% |
| 1Y | -12.0% | -60.0% | +48.0% | -5.8% |
| 3Y | +23.4% | -21.5% | +44.9% | +22.0% |
| 5Y | +51.3% | -55.0% | +106.3% | +52.9% |
| 10Y | +126.3% | -18.8% | +145.0% | +97.5% |
| All | +118.5% | +4.2% | +114.3% | +84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling