+20.3%
ARM vs SRE
-13.6%
+33.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.8% | +5.9% | +6.8% |
| 7D | -5.3% | -8.4% | +3.0% | -6.9% |
| 30D | -30.0% | -3.2% | -26.9% | -30.1% |
| 3M | -34.1% | -5.3% | -28.8% | -34.4% |
| 6M | -12.6% | -12.6% | 0.0% | -14.8% |
| YTD | +70.4% | -8.8% | +79.2% | +63.1% |
| All | +20.3% | -13.6% | +33.9% | +17.2% |
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 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