+235.5%
B vs SRE
+1,424.7%
-1,189.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.0% |
| 7D | +9.6% | -9.2% | +18.8% | +12.0% |
| 30D | +3.5% | -1.9% | +5.4% | +3.8% |
| 3M | -1.6% | -6.5% | +5.0% | -0.3% |
| 6M | -1.7% | -15.2% | +13.6% | +1.8% |
| YTD | -5.3% | -9.5% | +4.1% | -3.7% |
| 1Y | +27.2% | -13.2% | +40.4% | +30.7% |
| 3Y | +166.1% | +19.5% | +146.6% | +150.1% |
| 5Y | +136.5% | +43.6% | +92.9% | +112.4% |
| 10Y | +172.2% | +109.9% | +62.3% | +116.5% |
| All | +235.5% | +1,424.7% | -1,189.2% | +72.7% |
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