+2,230.1%
O vs SRE
+1,451.4%
+778.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -1.1% |
| 7D | -0.4% | +1.8% | -2.1% | -1.2% |
| 30D | +7.1% | -3.0% | +10.1% | +8.5% |
| 3M | -5.2% | -7.3% | +2.0% | -2.1% |
| 6M | -1.8% | -11.9% | +10.1% | +3.9% |
| YTD | +9.1% | -7.9% | +16.9% | +12.6% |
| 1Y | +9.7% | -11.1% | +20.8% | +15.1% |
| 3Y | +39.1% | +24.8% | +14.3% | +19.8% |
| 5Y | +8.4% | +52.4% | -44.0% | -16.4% |
| 10Y | +80.2% | +127.9% | -47.7% | +13.7% |
| All | +2,230.1% | +1,451.4% | +778.7% | +725.2% |
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 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