+9.7%
O vs SRE
-11.2%
+20.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -1.0% |
| 7D | -0.4% | +1.8% | -2.1% | -0.9% |
| 30D | +7.1% | -3.0% | +10.1% | +8.0% |
| 3M | -5.2% | -7.3% | +2.0% | -3.1% |
| 6M | -1.8% | -11.9% | +10.1% | +2.4% |
| YTD | +9.1% | -7.9% | +16.9% | +12.4% |
| 1Y | +9.7% | -11.1% | +20.8% | +14.2% |
| All | +9.7% | -11.2% | +20.8% | +14.2% |
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 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