+27.7%
ALL vs SRE
+4.6%
+23.2%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.5% | +0.9% |
| 7D | -2.3% | -0.8% | -1.4% | -2.2% |
| 30D | -0.4% | -3.0% | +2.6% | -0.1% |
| 3M | +16.0% | -8.3% | +24.3% | +17.4% |
| 6M | +24.6% | -8.9% | +33.5% | +26.0% |
| YTD | +23.7% | -4.3% | +27.9% | +24.2% |
| 1Y | +27.7% | +2.7% | +25.0% | +25.9% |
| All | +27.7% | +4.6% | +23.2% | +25.9% |
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