+17.0%
O vs SRE
+49.4%
-32.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.0% |
| 7D | -0.6% | +1.4% | -2.0% | -1.1% |
| 30D | -2.0% | +1.9% | -3.9% | -2.9% |
| 3M | +3.0% | -3.3% | +6.3% | +4.2% |
| 6M | -3.6% | -6.4% | +2.8% | -1.3% |
| YTD | +12.1% | -1.8% | +13.9% | +12.4% |
| 1Y | +8.9% | +10.7% | -1.9% | +3.8% |
| 3Y | +30.3% | +31.8% | -1.5% | +9.7% |
| All | +17.0% | +49.4% | -32.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling