+363.5%
SE vs SRE
+85.8%
+277.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | -0.5% | +1.8% | -2.2% | -1.1% |
| 30D | -20.9% | -3.0% | -17.9% | -20.2% |
| 3M | -38.9% | -7.3% | -31.6% | -37.5% |
| 6M | -19.4% | -11.9% | -7.5% | -16.5% |
| YTD | -40.9% | -7.9% | -33.1% | -40.1% |
| 1Y | -46.2% | -11.1% | -35.0% | -44.7% |
| 3Y | +63.7% | +24.8% | +38.9% | +44.6% |
| 5Y | -77.9% | +52.4% | -130.3% | -82.0% |
| All | +363.5% | +85.8% | +277.7% | +215.5% |
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