+214.2%
ARM vs SRE
+20.8%
+193.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.7% | -1.9% |
| 7D | +19.8% | -1.1% | +20.9% | +20.0% |
| 30D | -21.8% | -4.1% | -17.7% | -21.1% |
| 3M | -26.5% | -7.3% | -19.2% | -25.6% |
| 6M | -3.9% | -14.1% | +10.2% | -1.5% |
| YTD | +82.8% | -8.5% | +91.3% | +83.5% |
| 1Y | +34.3% | -12.0% | +46.3% | +36.3% |
| 3Y | +282.2% | +23.4% | +258.8% | +248.3% |
| All | +214.2% | +20.8% | +193.3% | +186.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling