+5.9%
F vs SRE
+1,424.7%
-1,418.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.2% |
| 7D | +1.6% | -9.2% | +10.7% | +6.0% |
| 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% | +11.9% |
| YTD | -1.9% | -9.5% | +7.6% | +1.3% |
| 1Y | -0.8% | -13.2% | +12.4% | +4.4% |
| 3Y | +43.5% | +19.5% | +24.0% | +27.0% |
| 5Y | -12.1% | +43.6% | -55.6% | -28.3% |
| 10Y | +83.6% | +109.9% | -26.3% | +21.7% |
| All | +5.9% | +1,424.7% | -1,418.7% | -71.2% |
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