+1,053.5%
ALL vs SRE
+1,440.5%
-387.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.3% |
| 7D | 0.0% | -1.1% | +1.1% | +0.5% |
| 30D | +12.8% | -4.1% | +16.9% | +14.9% |
| 3M | +4.7% | -7.3% | +12.0% | +8.0% |
| 6M | +24.9% | -14.1% | +39.1% | +33.2% |
| YTD | +30.0% | -8.5% | +38.5% | +33.9% |
| 1Y | +29.9% | -12.0% | +42.0% | +36.2% |
| 3Y | +117.5% | +23.4% | +94.2% | +89.7% |
| 5Y | +161.7% | +51.3% | +110.4% | +105.8% |
| 10Y | +377.1% | +126.3% | +250.8% | +196.1% |
| All | +1,053.5% | +1,440.5% | -387.0% | +191.8% |
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