+997.7%
ALL vs SRE
+1,436.4%
-438.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | -3.9% | -8.4% | +4.5% | 0.0% |
| 30D | +10.6% | -3.2% | +13.8% | +12.2% |
| 3M | -4.6% | -5.3% | +0.8% | -2.5% |
| 6M | +20.2% | -12.6% | +32.8% | +27.1% |
| YTD | +23.7% | -8.8% | +32.5% | +27.6% |
| 1Y | +27.9% | -13.4% | +41.3% | +35.0% |
| 3Y | +109.2% | +24.4% | +84.8% | +81.7% |
| 5Y | +148.0% | +47.3% | +100.7% | +97.4% |
| 10Y | +363.8% | +116.7% | +247.1% | +193.8% |
| All | +997.7% | +1,436.4% | -438.7% | +178.0% |
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 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