+65.8%
MAR vs SRE
+29.3%
+36.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.4% |
| 7D | -2.1% | -0.7% | -1.4% | -1.9% |
| 30D | -5.7% | -1.7% | -3.9% | -5.3% |
| 3M | -14.6% | -7.1% | -7.6% | -13.1% |
| 6M | +1.3% | -8.4% | +9.7% | +3.4% |
| YTD | +6.7% | -3.5% | +10.2% | +7.1% |
| 1Y | +26.4% | +5.4% | +21.1% | +23.8% |
| All | +65.8% | +29.3% | +36.5% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling