+589.4%
SE vs SRE
+94.7%
+494.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | -6.1% | -0.3% | -5.8% | -6.0% |
| 30D | -2.5% | -0.7% | -1.7% | -2.4% |
| 3M | +21.7% | -6.3% | +28.0% | +23.8% |
| 6M | +27.0% | -10.7% | +37.7% | +31.0% |
| YTD | -12.1% | -3.5% | -8.7% | -12.2% |
| 1Y | -40.9% | +5.3% | -46.2% | -42.9% |
| 3Y | +191.0% | +31.8% | +159.2% | +152.2% |
| 5Y | -68.3% | +47.4% | -115.6% | -73.7% |
| All | +589.4% | +94.7% | +494.7% | +362.5% |
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