-11.4%
C vs SRE
+1,525.5%
-1,536.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.1% |
| 7D | +3.6% | -0.3% | +3.9% | +3.8% |
| 30D | +0.1% | -0.7% | +0.8% | +0.2% |
| 3M | +2.4% | -6.3% | +8.7% | +5.8% |
| 6M | +24.9% | -10.7% | +35.6% | +32.2% |
| YTD | +19.8% | -3.5% | +23.3% | +20.4% |
| 1Y | +44.9% | +5.3% | +39.6% | +37.7% |
| 3Y | +263.0% | +31.8% | +231.2% | +191.2% |
| 5Y | +129.5% | +47.4% | +82.2% | +68.8% |
| 10Y | +291.6% | +120.6% | +171.0% | +114.5% |
| All | -11.4% | +1,525.5% | -1,536.9% | -80.4% |
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