+291.3%
IR vs SRE
+102.2%
+189.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | -2.8% | -0.3% | -2.5% | -2.8% |
| 30D | -15.1% | -0.7% | -14.4% | -15.1% |
| 3M | +6.1% | -6.3% | +12.4% | +8.5% |
| 6M | -16.8% | -10.7% | -6.2% | -13.4% |
| YTD | -3.5% | -3.5% | -0.1% | -2.8% |
| 1Y | -3.5% | +5.3% | -8.8% | -6.4% |
| 3Y | +9.5% | +31.8% | -22.3% | -6.2% |
| 5Y | +45.1% | +47.4% | -2.3% | +18.2% |
| All | +291.3% | +102.2% | +189.1% | +219.5% |
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