+52.5%
SO vs SRE
+22.3%
+30.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.6% | +1.1% |
| 7D | -1.1% | -8.4% | +7.3% | +1.9% |
| 30D | +8.6% | -3.2% | +11.7% | +9.8% |
| 3M | +1.8% | -5.3% | +7.1% | +3.6% |
| 6M | +3.6% | -12.6% | +16.2% | +8.3% |
| YTD | +9.9% | -8.8% | +18.7% | +13.5% |
| 1Y | +5.7% | -13.4% | +19.1% | +10.8% |
| 3Y | +52.5% | +24.4% | +28.1% | +29.0% |
| All | +52.5% | +22.3% | +30.2% | +29.0% |
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