+121.2%
RF vs SRE
+1,424.7%
-1,303.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.8% |
| 7D | -0.9% | -9.2% | +8.3% | +4.4% |
| 30D | +6.0% | -1.9% | +7.9% | +7.0% |
| 3M | -8.9% | -6.5% | -2.3% | -5.9% |
| 6M | +2.3% | -15.2% | +17.6% | +11.2% |
| YTD | +7.6% | -9.5% | +17.0% | +11.9% |
| 1Y | +21.2% | -13.2% | +34.4% | +28.8% |
| 3Y | +108.5% | +19.5% | +89.1% | +80.5% |
| 5Y | +43.2% | +43.6% | -0.4% | +10.9% |
| 10Y | +288.1% | +109.9% | +178.2% | +136.8% |
| All | +121.2% | +1,424.7% | -1,303.5% | -40.3% |
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