+358.3%
DELL vs SRE
+4.6%
+353.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.8% | +12.8% | +12.0% |
| 7D | +8.2% | -0.8% | +9.1% | +8.3% |
| 30D | +17.1% | -3.0% | +20.1% | +17.6% |
| 3M | +45.2% | -8.3% | +53.5% | +46.6% |
| 6M | +286.8% | -8.9% | +295.7% | +291.4% |
| YTD | +354.8% | -4.3% | +359.1% | +356.6% |
| 1Y | +358.3% | +2.7% | +355.5% | +383.9% |
| All | +358.3% | +4.6% | +353.7% | +383.9% |
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