+209.9%
ON vs SRE
+2,180.7%
-1,970.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.3% |
| 7D | +2.4% | -0.3% | +2.8% | +2.5% |
| 30D | -3.3% | -0.7% | -2.6% | -3.3% |
| 3M | -43.6% | -6.3% | -37.3% | -42.1% |
| 6M | +19.0% | -10.7% | +29.6% | +24.9% |
| YTD | +37.4% | -3.5% | +40.8% | +38.0% |
| 1Y | +54.8% | +5.3% | +49.5% | +48.0% |
| 3Y | -25.2% | +31.8% | -57.0% | -38.3% |
| 5Y | +62.7% | +47.4% | +15.4% | +25.2% |
| 10Y | +574.3% | +120.6% | +453.8% | +296.7% |
| All | +209.9% | +2,180.7% | -1,970.8% | -24.5% |
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 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