+13.8%
FIX vs SRE
-14.1%
+27.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | -13.9% | -8.2% | -5.8% | -9.7% |
| 30D | -35.5% | -3.6% | -31.9% | -33.8% |
| 3M | -33.9% | -6.3% | -27.7% | -31.6% |
| 6M | -43.3% | -13.0% | -30.3% | -39.3% |
| YTD | +18.7% | -9.2% | +27.9% | +23.2% |
| 1Y | +13.8% | -13.1% | +26.9% | +21.0% |
| All | +13.8% | -14.1% | +27.8% | +21.0% |
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 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