+2,771.2%
MAR vs SRE
+1,553.2%
+1,218.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -3.0% |
| 7D | -1.7% | +1.4% | -3.2% | -2.3% |
| 30D | -6.9% | +1.9% | -8.8% | -7.9% |
| 3M | -15.8% | -3.3% | -12.6% | -15.0% |
| 6M | +1.9% | -6.4% | +8.4% | +4.2% |
| YTD | +6.6% | -1.8% | +8.4% | +6.6% |
| 1Y | +23.7% | +10.7% | +12.9% | +17.2% |
| 3Y | +64.6% | +31.8% | +32.8% | +40.6% |
| 5Y | +156.4% | +49.2% | +107.2% | +104.8% |
| 10Y | +415.4% | +118.5% | +296.8% | +235.2% |
| All | +2,771.2% | +1,553.2% | +1,218.0% | +807.4% |
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