-27.5%
ON vs SRE
+30.8%
-58.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -1.9% | +1.5% | -3.3% | -2.4% |
| 30D | -11.0% | +0.8% | -11.9% | -11.5% |
| 3M | -39.3% | -5.8% | -33.6% | -38.3% |
| 6M | +19.8% | -7.8% | +27.6% | +22.4% |
| YTD | +31.1% | -2.4% | +33.4% | +30.6% |
| 1Y | +46.0% | +8.9% | +37.1% | +38.6% |
| All | -27.5% | +30.8% | -58.3% | -40.5% |
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