+40.5%
ALL vs SRE
-7.5%
+47.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.9% | +5.8% | +3.3% |
| 7D | +7.5% | -2.1% | +9.6% | +7.9% |
| 30D | +19.7% | +6.1% | +13.7% | +18.7% |
| 3M | +2.9% | -3.5% | +6.4% | +3.3% |
| 6M | +23.5% | -10.8% | +34.3% | +25.0% |
| YTD | +31.1% | -4.0% | +35.1% | +31.9% |
| 1Y | +40.5% | -7.7% | +48.1% | +42.6% |
| All | +40.5% | -7.5% | +47.9% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling