+6.6%
ON vs SRE
+24.6%
-18.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.9% |
| 7D | +12.2% | +1.8% | +10.5% | +11.6% |
| 30D | -3.1% | -3.0% | -0.1% | -2.1% |
| 3M | -12.9% | -7.3% | -5.6% | -10.9% |
| 6M | -38.6% | -11.9% | -26.7% | -36.3% |
| YTD | +31.2% | -7.9% | +39.1% | +33.2% |
| 1Y | +47.6% | -11.1% | +58.8% | +51.9% |
| 3Y | +6.6% | +24.8% | -18.2% | -9.0% |
| All | +6.6% | +24.6% | -18.0% | -9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling