+8,621.7%
FIX vs SRE
+1,525.5%
+7,096.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.2% |
| 7D | +6.0% | -0.3% | +6.4% | +6.1% |
| 30D | -7.2% | -0.7% | -6.5% | -7.2% |
| 3M | -15.9% | -6.3% | -9.5% | -13.8% |
| 6M | +12.7% | -10.7% | +23.4% | +18.1% |
| YTD | +72.8% | -3.5% | +76.3% | +74.6% |
| 1Y | +122.9% | +5.3% | +117.6% | +116.5% |
| 3Y | +774.3% | +31.8% | +742.5% | +647.1% |
| 5Y | +2,049.5% | +47.4% | +2,002.1% | +1,633.2% |
| 10Y | +5,821.5% | +120.6% | +5,700.9% | +3,824.2% |
| All | +8,621.7% | +1,525.5% | +7,096.2% | +2,736.8% |
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