+86.1%
ARM vs SRE
+4.7%
+81.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +3.8% |
| 7D | +5.5% | -0.3% | +5.8% | +5.5% |
| 30D | -8.2% | -0.7% | -7.5% | -8.0% |
| 3M | -35.9% | -6.3% | -29.6% | -36.6% |
| 6M | +103.1% | -10.7% | +113.8% | +101.6% |
| YTD | +130.6% | -3.5% | +134.1% | +123.6% |
| 1Y | +86.1% | +5.3% | +80.8% | +82.3% |
| All | +86.1% | +4.7% | +81.4% | +82.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling