+71.2%
ARM vs SRE
+4.6%
+66.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.0% |
| 7D | +5.0% | -0.8% | +5.9% | +4.9% |
| 30D | -2.6% | -3.0% | +0.4% | -3.0% |
| 3M | -22.6% | -8.3% | -14.3% | -24.0% |
| 6M | +120.5% | -8.9% | +129.4% | +116.3% |
| YTD | +142.2% | -4.3% | +146.5% | +134.7% |
| 1Y | +71.2% | +2.7% | +68.4% | +75.1% |
| All | +71.2% | +4.6% | +66.6% | +75.1% |
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