+45.8%
ON vs SRE
+7.5%
+38.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -1.1% |
| 7D | -4.7% | -0.7% | -4.1% | -4.7% |
| 30D | -13.5% | -1.7% | -11.8% | -13.3% |
| 3M | -36.3% | -7.1% | -29.2% | -36.1% |
| 6M | +17.8% | -8.4% | +26.1% | +17.5% |
| YTD | +29.6% | -3.5% | +33.1% | +29.0% |
| 1Y | +45.8% | +5.4% | +40.4% | +54.0% |
| All | +45.8% | +7.5% | +38.3% | +54.0% |
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