+109.2%
ALL vs SRE
+22.3%
+86.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | -3.9% | -8.4% | +4.5% | -1.5% |
| 30D | +10.6% | -3.2% | +13.8% | +11.6% |
| 3M | -4.6% | -5.3% | +0.8% | -3.3% |
| 6M | +20.2% | -12.6% | +32.8% | +24.5% |
| YTD | +23.7% | -8.8% | +32.5% | +26.1% |
| 1Y | +27.9% | -13.4% | +41.3% | +32.4% |
| 3Y | +109.2% | +24.4% | +84.8% | +93.0% |
| All | +109.2% | +22.3% | +86.8% | +93.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling