+42.1%
RF vs SRE
+43.0%
-0.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.6% |
| 7D | -0.9% | -9.2% | +8.3% | +3.5% |
| 30D | +6.0% | -1.9% | +7.9% | +6.9% |
| 3M | -8.9% | -6.5% | -2.3% | -6.3% |
| 6M | +2.3% | -15.2% | +17.6% | +10.0% |
| YTD | +7.6% | -9.5% | +17.0% | +11.0% |
| 1Y | +21.2% | -13.2% | +34.4% | +27.7% |
| 3Y | +108.5% | +19.5% | +89.1% | +75.1% |
| All | +42.1% | +43.0% | -0.9% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling