+3,105.0%
LOW vs SRE
+1,451.4%
+1,653.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | +1.4% | +1.8% | -0.3% | +0.7% |
| 30D | +21.7% | -3.0% | +24.7% | +23.0% |
| 3M | +5.0% | -7.3% | +12.3% | +7.8% |
| 6M | +4.6% | -11.9% | +16.5% | +9.4% |
| YTD | -3.5% | -7.9% | +4.4% | -1.0% |
| 1Y | +0.5% | -11.1% | +11.7% | +4.5% |
| 3Y | +24.8% | +24.8% | 0.0% | +10.0% |
| 5Y | +6.5% | +52.4% | -45.9% | -14.2% |
| 10Y | +294.6% | +127.9% | +166.7% | +165.5% |
| All | +3,105.0% | +1,451.4% | +1,653.6% | +1,055.3% |
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 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