+11.1%
SMR vs SRE
+36.3%
-25.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +1.7% | +13.6% | +14.1% |
| 7D | +21.4% | +1.4% | +20.0% | +20.4% |
| 30D | +13.8% | +1.9% | +12.0% | +11.5% |
| 3M | +3.9% | -3.3% | +7.2% | +4.8% |
| 6M | -4.2% | -6.4% | +2.2% | -1.9% |
| YTD | -21.1% | -1.8% | -19.3% | -22.8% |
| 1Y | -67.1% | +10.7% | -77.8% | -70.9% |
| 3Y | +88.9% | +31.8% | +57.1% | +40.4% |
| All | +11.1% | +36.3% | -25.1% | -12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling