+208.1%
C vs SRE
+18.5%
+189.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.2% |
| 7D | -2.4% | -9.2% | +6.8% | +0.9% |
| 30D | -6.0% | -1.9% | -4.1% | -5.4% |
| 3M | -10.5% | -6.5% | -4.0% | -8.7% |
| 6M | -5.7% | -15.2% | +9.5% | -0.4% |
| YTD | +4.1% | -9.5% | +13.6% | +6.5% |
| 1Y | +20.5% | -13.2% | +33.7% | +25.4% |
| 3Y | +208.1% | +19.5% | +188.6% | +162.6% |
| All | +208.1% | +18.5% | +189.7% | +162.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling