+2,759.2%
LOW vs SRE
+1,525.5%
+1,233.7%
-60.6%
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 | -1.7% | -0.3% | -1.4% | -1.7% |
| 30D | -7.0% | -0.7% | -6.3% | -7.0% |
| 3M | -0.9% | -6.3% | +5.4% | +1.4% |
| 6M | -20.1% | -10.7% | -9.4% | -16.8% |
| YTD | -13.9% | -3.5% | -10.4% | -13.2% |
| 1Y | -21.1% | +5.3% | -26.4% | -23.4% |
| 3Y | -6.6% | +31.8% | -38.4% | -19.4% |
| 5Y | +9.4% | +47.4% | -38.0% | -10.6% |
| 10Y | +220.5% | +120.6% | +99.9% | +117.7% |
| All | +2,759.2% | +1,525.5% | +1,233.7% | +913.2% |
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