+193.0%
ARM vs SRE
+20.5%
+172.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.8% | +5.9% | +6.6% |
| 7D | -5.3% | -8.4% | +3.0% | -3.9% |
| 30D | -30.0% | -3.2% | -26.9% | -29.6% |
| 3M | -34.1% | -5.3% | -28.8% | -33.4% |
| 6M | -12.6% | -12.6% | 0.0% | -10.9% |
| YTD | +70.4% | -8.8% | +79.2% | +71.2% |
| 1Y | +22.3% | -13.4% | +35.7% | +24.6% |
| 3Y | +261.2% | +24.4% | +236.8% | +226.7% |
| All | +193.0% | +20.5% | +172.5% | +167.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling