+1,027.6%
FIX vs SRE
+51.3%
+976.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.7% |
| 7D | +9.4% | +1.8% | +7.7% | +8.6% |
| 30D | -27.8% | -3.0% | -24.8% | -26.7% |
| 3M | -35.6% | -7.3% | -28.3% | -33.5% |
| 6M | -45.2% | -11.9% | -33.3% | -42.4% |
| YTD | +19.5% | -7.9% | +27.3% | +23.3% |
| 1Y | +24.2% | -11.1% | +35.4% | +30.2% |
| 3Y | +494.2% | +24.8% | +469.4% | +413.2% |
| All | +1,027.6% | +51.3% | +976.2% | +749.9% |
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