-2.7%
MSCI vs SRE
+8.0%
-10.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.7% | -5.5% | -3.7% |
| 7D | -2.1% | +1.4% | -3.5% | -2.0% |
| 30D | -1.7% | +1.9% | -3.6% | -1.6% |
| 3M | -8.2% | -3.3% | -4.9% | -8.4% |
| 6M | -2.4% | -6.4% | +4.0% | -2.8% |
| YTD | -2.8% | -1.8% | -1.0% | -2.8% |
| 1Y | -2.7% | +10.7% | -13.4% | -5.8% |
| All | -2.7% | +8.0% | -10.7% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling