-14.4%
SMR vs SRE
+32.9%
-47.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.8% | -14.9% | -15.1% |
| 7D | -11.2% | -0.8% | -10.4% | -10.5% |
| 30D | -10.2% | -3.0% | -7.2% | -8.8% |
| 3M | -10.0% | -8.3% | -1.7% | -5.4% |
| 6M | -30.5% | -8.9% | -21.5% | -27.4% |
| YTD | -39.2% | -4.3% | -35.0% | -39.4% |
| 1Y | -75.5% | +2.7% | -78.3% | -77.0% |
| 3Y | +45.4% | +28.7% | +16.8% | +10.2% |
| All | -14.4% | +32.9% | -47.3% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling