+143.3%
DELL vs SRE
-7.5%
+150.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.9% | -5.9% | -8.5% |
| 7D | -24.6% | -2.1% | -22.5% | -24.3% |
| 30D | -32.5% | +6.1% | -38.5% | -32.8% |
| 3M | -20.2% | -3.5% | -16.7% | -19.8% |
| 6M | +76.5% | -10.8% | +87.3% | +83.1% |
| YTD | +198.9% | -4.0% | +202.9% | +198.1% |
| 1Y | +143.3% | -7.7% | +151.0% | +148.9% |
| All | +143.3% | -7.5% | +150.8% | +148.9% |
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