+1.5%
SMR vs SRE
+33.9%
-32.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.4% | -4.7% |
| 7D | +4.7% | -0.7% | +5.4% | +5.4% |
| 30D | +3.2% | -1.7% | +5.0% | +3.8% |
| 3M | +9.9% | -7.1% | +17.0% | +14.4% |
| 6M | -15.1% | -8.4% | -6.8% | -11.8% |
| YTD | -27.9% | -3.5% | -24.4% | -28.6% |
| 1Y | -70.2% | +5.4% | -75.6% | -72.6% |
| 3Y | +72.5% | +29.5% | +42.9% | +29.9% |
| All | +1.5% | +33.9% | -32.4% | -19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling