+311.3%
ARM vs SRE
+29.7%
+281.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.5% |
| 7D | +11.4% | +1.4% | +9.9% | +11.1% |
| 30D | -7.4% | +1.9% | -9.3% | -7.7% |
| 3M | -24.5% | -3.3% | -21.2% | -24.3% |
| 6M | +128.7% | -6.4% | +135.1% | +130.1% |
| YTD | +139.3% | -1.8% | +141.1% | +137.4% |
| 1Y | +88.0% | +10.7% | +77.2% | +80.8% |
| All | +311.3% | +29.7% | +281.6% | +270.5% |
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 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