+24.5%
F vs SRE
+1,525.5%
-1,501.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | +5.3% | -0.3% | +5.7% | +5.4% |
| 30D | +4.6% | -0.7% | +5.3% | +4.5% |
| 3M | -3.7% | -6.3% | +2.6% | -1.4% |
| 6M | +16.8% | -10.7% | +27.5% | +21.9% |
| YTD | +15.3% | -3.5% | +18.8% | +15.8% |
| 1Y | +31.0% | +5.3% | +25.7% | +26.0% |
| 3Y | +45.4% | +31.8% | +13.7% | +23.1% |
| 5Y | +54.7% | +47.4% | +7.3% | +24.5% |
| 10Y | +98.2% | +120.6% | -22.3% | +28.4% |
| All | +24.5% | +1,525.5% | -1,501.0% | -67.0% |
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