+56.1%
B vs SRE
+10.5%
+45.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | +1.0% | +1.5% | -0.4% | +1.0% |
| 30D | +9.5% | +0.8% | +8.7% | +9.3% |
| 3M | +14.3% | -5.8% | +20.1% | +15.3% |
| 6M | -1.9% | -7.8% | +5.9% | -0.5% |
| YTD | +4.1% | -2.4% | +6.4% | +4.6% |
| 1Y | +56.1% | +8.9% | +47.2% | +78.9% |
| All | +56.1% | +10.5% | +45.6% | +78.9% |
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