+37.3%
IR vs SRE
+48.6%
-11.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | -1.9% | +1.5% | -3.3% | -2.4% |
| 30D | -15.0% | +0.8% | -15.9% | -15.5% |
| 3M | -0.4% | -5.8% | +5.4% | +1.6% |
| 6M | -15.0% | -7.8% | -7.2% | -12.8% |
| YTD | -7.1% | -2.4% | -4.7% | -6.8% |
| 1Y | -7.5% | +8.9% | -16.4% | -11.4% |
| 3Y | +6.3% | +31.1% | -24.8% | -10.2% |
| 5Y | +37.3% | +48.6% | -11.3% | +10.3% |
| All | +37.3% | +48.6% | -11.2% | +10.3% |
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