+153.7%
ALL vs SRE
+33.0%
+120.7%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -2.9% |
| 7D | -1.7% | +1.4% | -3.1% | -2.1% |
| 30D | -4.7% | +1.9% | -6.6% | -5.3% |
| 3M | +18.4% | -3.3% | +21.6% | +19.3% |
| 6M | +20.5% | -6.4% | +26.9% | +22.5% |
| YTD | +23.5% | -1.8% | +25.4% | +23.4% |
| 1Y | +29.0% | +10.7% | +18.2% | +23.4% |
| 3Y | +153.7% | +31.8% | +121.9% | +120.4% |
| All | +153.7% | +33.0% | +120.7% | +120.4% |
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