+14.5%
FIX vs SRE
-13.6%
+28.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.8% | +8.6% | +9.0% |
| 7D | -7.2% | -8.4% | +1.1% | -2.7% |
| 30D | -35.1% | -3.2% | -32.0% | -33.5% |
| 3M | -34.3% | -5.3% | -29.0% | -32.3% |
| 6M | -42.9% | -12.6% | -30.3% | -39.1% |
| YTD | +19.5% | -8.8% | +28.2% | +23.7% |
| All | +14.5% | -13.6% | +28.1% | +21.4% |
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