+296.4%
ARM vs SRE
+27.5%
+268.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +4.0% |
| 7D | +5.5% | -0.3% | +5.8% | +5.5% |
| 30D | -8.2% | -0.7% | -7.5% | -8.1% |
| 3M | -35.9% | -6.3% | -29.6% | -35.4% |
| 6M | +103.1% | -10.7% | +113.8% | +106.5% |
| YTD | +130.6% | -3.5% | +134.1% | +129.4% |
| 1Y | +86.1% | +5.3% | +80.8% | +80.9% |
| All | +296.4% | +27.5% | +268.9% | +258.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling