+44.7%
RF vs SRE
+50.3%
-5.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.4% | -0.9% |
| 7D | +0.4% | -1.1% | +1.4% | +0.8% |
| 30D | +5.6% | -4.1% | +9.7% | +7.5% |
| 3M | -8.9% | -7.3% | -1.6% | -5.9% |
| 6M | +7.1% | -14.1% | +21.2% | +14.4% |
| YTD | +8.3% | -8.5% | +16.8% | +11.3% |
| 1Y | +16.8% | -12.0% | +28.8% | +22.3% |
| 3Y | +115.0% | +23.4% | +91.6% | +77.0% |
| All | +44.7% | +50.3% | -5.6% | -2.0% |
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 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