+66.7%
SNXX vs SRE
-2.2%
+68.9%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -2.9% | -12.9% | -15.8% |
| 7D | -47.8% | -2.1% | -45.7% | -47.8% |
| 30D | -66.0% | +6.1% | -72.1% | -66.3% |
| 3M | -57.5% | -3.5% | -54.0% | -56.5% |
| 6M | -66.7% | -10.8% | -55.9% | -63.9% |
| All | +66.7% | -2.2% | +68.9% | +70.2% |
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 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