+228.9%
ARM vs SRE
+18.5%
+210.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.1% | +6.8% | +5.1% |
| 7D | -15.2% | -9.2% | -6.1% | -14.0% |
| 30D | -40.7% | -1.9% | -38.8% | -40.5% |
| 3M | -39.1% | -6.5% | -32.5% | -38.5% |
| 6M | -26.4% | -15.2% | -11.2% | -24.6% |
| YTD | +59.7% | -9.5% | +69.2% | +60.4% |
| 1Y | +10.3% | -13.2% | +23.6% | +12.0% |
| 3Y | +228.9% | +19.5% | +209.4% | +227.6% |
| All | +228.9% | +18.5% | +210.4% | +227.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling