-21.1%
C vs SRE
+1,436.4%
-1,457.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.0% |
| 7D | -0.9% | -8.4% | +7.5% | +4.3% |
| 30D | -5.4% | -3.2% | -2.2% | -3.7% |
| 3M | -9.2% | -5.3% | -3.9% | -6.7% |
| 6M | -1.8% | -12.6% | +10.8% | +5.4% |
| YTD | +6.7% | -8.8% | +15.4% | +10.7% |
| 1Y | +23.5% | -13.4% | +36.9% | +32.1% |
| 3Y | +219.8% | +24.4% | +195.4% | +165.5% |
| 5Y | +112.4% | +47.3% | +65.1% | +55.9% |
| 10Y | +220.1% | +116.7% | +103.4% | +77.7% |
| All | -21.1% | +1,436.4% | -1,457.5% | -82.0% |
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