-15.8%
F vs SRE
+43.0%
-58.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.3% |
| 7D | +1.6% | -9.2% | +10.7% | +6.2% |
| 30D | +2.6% | -1.9% | +4.5% | +3.4% |
| 3M | -8.8% | -6.5% | -2.3% | -6.5% |
| 6M | +4.6% | -15.2% | +19.9% | +12.4% |
| YTD | -1.9% | -9.5% | +7.6% | +1.1% |
| 1Y | -0.8% | -13.2% | +12.4% | +4.6% |
| 3Y | +43.5% | +19.5% | +24.0% | +16.5% |
| All | -15.8% | +43.0% | -58.8% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling