+4,229.1%
COST vs SRE
+1,553.2%
+2,675.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.1% |
| 7D | -3.2% | +1.4% | -4.6% | -3.6% |
| 30D | -4.0% | +1.9% | -5.9% | -4.6% |
| 3M | -6.5% | -3.3% | -3.2% | -5.8% |
| 6M | -8.5% | -6.4% | -2.1% | -7.1% |
| YTD | +6.0% | -1.8% | +7.8% | +6.1% |
| 1Y | -5.8% | +10.7% | -16.5% | -9.2% |
| 3Y | +71.8% | +31.8% | +40.0% | +53.8% |
| 5Y | +106.2% | +49.2% | +57.0% | +77.0% |
| 10Y | +602.0% | +118.5% | +483.5% | +412.8% |
| All | +4,229.1% | +1,553.2% | +2,675.9% | +1,562.1% |
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