-85.6%
SMR vs SRE
-7.5%
-78.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.9% | -1.6% | -4.3% |
| 7D | -9.5% | -2.1% | -7.4% | -9.4% |
| 30D | -33.2% | +6.1% | -39.3% | -33.2% |
| 3M | -45.9% | -3.5% | -42.4% | -46.2% |
| 6M | -57.9% | -10.8% | -47.1% | -58.1% |
| YTD | -63.8% | -4.0% | -59.8% | -66.4% |
| 1Y | -85.6% | -7.7% | -77.9% | -86.0% |
| All | -85.6% | -7.5% | -78.1% | -86.0% |
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 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