+46.8%
IR vs SRE
+47.0%
-0.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.8% | +3.9% | +4.4% |
| 7D | +5.0% | -8.4% | +13.4% | +8.4% |
| 30D | +10.3% | -3.2% | +13.5% | +11.6% |
| 3M | -0.1% | -5.3% | +5.2% | +1.5% |
| 6M | +14.8% | -12.6% | +27.4% | +20.2% |
| YTD | +9.7% | -8.8% | +18.5% | +12.7% |
| 1Y | +12.2% | -13.4% | +25.6% | +17.6% |
| 3Y | +30.0% | +24.4% | +5.6% | +11.4% |
| 5Y | +46.8% | +47.3% | -0.5% | +16.1% |
| All | +46.8% | +47.0% | -0.2% | +16.1% |
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