-38.6%
ON vs SRE
-13.0%
-25.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.6% |
| 7D | +12.2% | +1.8% | +10.5% | +12.2% |
| 30D | -3.1% | -3.0% | -0.1% | -2.8% |
| 3M | -12.9% | -7.3% | -5.6% | -12.9% |
| 6M | -38.6% | -11.9% | -26.7% | -40.4% |
| All | -38.6% | -13.0% | -25.5% | -40.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling