+4,412.8%
DE vs SRE
+1,553.2%
+2,859.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.6% |
| 7D | +0.7% | +1.4% | -0.7% | 0.0% |
| 30D | +9.6% | +1.9% | +7.8% | +8.5% |
| 3M | +19.0% | -3.3% | +22.3% | +20.2% |
| 6M | +16.1% | -6.4% | +22.5% | +18.9% |
| YTD | +47.0% | -1.8% | +48.8% | +47.5% |
| 1Y | +43.1% | +10.7% | +32.4% | +35.8% |
| 3Y | +77.5% | +31.8% | +45.7% | +51.7% |
| 5Y | +96.4% | +49.2% | +47.2% | +57.8% |
| 10Y | +852.9% | +118.5% | +734.4% | +520.0% |
| All | +4,412.8% | +1,553.2% | +2,859.6% | +1,103.1% |
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