-73.1%
SMR vs SRE
+4.7%
-77.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.6% |
| 7D | +4.4% | -0.3% | +4.7% | +4.4% |
| 30D | +3.4% | -0.7% | +4.1% | +3.1% |
| 3M | -19.2% | -6.3% | -12.9% | -19.5% |
| 6M | -22.6% | -10.7% | -12.0% | -22.7% |
| YTD | -31.5% | -3.5% | -28.1% | -34.8% |
| 1Y | -73.1% | +5.3% | -78.4% | -73.1% |
| All | -73.1% | +4.7% | -77.8% | -73.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling