+45.4%
SMR vs SRE
+28.3%
+17.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.8% | -14.9% | -15.1% |
| 7D | -11.2% | -0.8% | -10.4% | -10.4% |
| 30D | -10.2% | -3.0% | -7.2% | -8.7% |
| 3M | -10.0% | -8.3% | -1.7% | -5.0% |
| 6M | -30.5% | -8.9% | -21.5% | -27.2% |
| YTD | -39.2% | -4.3% | -35.0% | -39.8% |
| 1Y | -75.5% | +2.7% | -78.3% | -77.4% |
| 3Y | +45.4% | +28.7% | +16.8% | -15.2% |
| All | +45.4% | +28.3% | +17.2% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling