+1,022.7%
ALL vs SRE
+1,525.5%
-502.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | -1.5% | -0.7% | -0.8% | -1.3% |
| 3M | +23.6% | -6.3% | +29.9% | +27.0% |
| 6M | +22.3% | -10.7% | +33.0% | +28.1% |
| YTD | +26.5% | -3.5% | +30.0% | +27.4% |
| 1Y | +27.0% | +5.3% | +21.7% | +22.5% |
| 3Y | +149.6% | +31.8% | +117.8% | +111.4% |
| 5Y | +118.1% | +47.4% | +70.7% | +73.8% |
| 10Y | +369.0% | +120.6% | +248.4% | +194.2% |
| All | +1,022.7% | +1,525.5% | -502.8% | +177.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling