+194.8%
SNXX vs SRE
-8.9%
+203.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.8% | -6.3% | -7.2% |
| 7D | -12.0% | -0.8% | -11.2% | -12.1% |
| 30D | +37.9% | -3.0% | +40.9% | +39.4% |
| 3M | -52.7% | -8.3% | -44.4% | -52.2% |
| 6M | +194.8% | -8.9% | +203.7% | +169.3% |
| All | +194.8% | -8.9% | +203.7% | +169.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling