+1,894.8%
SO vs SRE
+1,436.4%
+458.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.6% | +1.0% |
| 7D | -1.1% | -8.4% | +7.3% | +3.2% |
| 30D | +8.6% | -3.2% | +11.7% | +10.3% |
| 3M | +1.8% | -5.3% | +7.1% | +4.3% |
| 6M | +3.6% | -12.6% | +16.2% | +10.5% |
| YTD | +9.9% | -8.8% | +18.7% | +14.6% |
| 1Y | +5.7% | -13.4% | +19.1% | +13.0% |
| 3Y | +52.5% | +24.4% | +28.1% | +31.6% |
| 5Y | +77.3% | +47.3% | +30.0% | +40.8% |
| 10Y | +186.8% | +116.7% | +70.1% | +87.6% |
| All | +1,894.8% | +1,436.4% | +458.4% | +395.5% |
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 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