+228.3%
B vs SRE
+1,428.8%
-1,200.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.5% | -5.6% | -6.0% |
| 7D | +7.1% | -8.2% | +15.3% | +9.2% |
| 30D | -3.3% | -3.6% | +0.3% | -2.6% |
| 3M | -2.5% | -6.3% | +3.7% | -1.4% |
| 6M | -7.2% | -13.0% | +5.8% | -4.6% |
| YTD | -7.4% | -9.2% | +1.9% | -5.8% |
| 1Y | +16.4% | -13.1% | +29.6% | +19.6% |
| 3Y | +178.7% | +22.4% | +156.3% | +160.5% |
| 5Y | +121.7% | +47.1% | +74.6% | +98.1% |
| 10Y | +208.6% | +121.0% | +87.6% | +142.7% |
| All | +228.3% | +1,428.8% | -1,200.5% | +68.9% |
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 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