+43.6%
DE vs SRE
+4.6%
+39.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -2.6% | -0.8% | -1.7% | -2.4% |
| 30D | +9.0% | -3.0% | +12.0% | +9.6% |
| 3M | +19.1% | -8.3% | +27.4% | +22.0% |
| 6M | +14.4% | -8.9% | +23.3% | +17.4% |
| YTD | +45.9% | -4.3% | +50.2% | +49.1% |
| 1Y | +43.6% | +2.7% | +40.9% | +44.4% |
| All | +43.6% | +4.6% | +39.0% | +44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling