+1,871.3%
SO vs SRE
+1,440.5%
+430.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.4% | -1.9% |
| 7D | -0.9% | -1.1% | +0.1% | -0.4% |
| 30D | +4.9% | -4.1% | +9.1% | +7.1% |
| 3M | +0.8% | -7.3% | +8.1% | +4.4% |
| 6M | +0.6% | -14.1% | +14.7% | +8.1% |
| YTD | +8.7% | -8.5% | +17.2% | +13.1% |
| 1Y | +4.0% | -12.0% | +16.0% | +10.2% |
| 3Y | +50.6% | +23.4% | +27.2% | +30.5% |
| 5Y | +77.5% | +51.3% | +26.2% | +39.1% |
| 10Y | +192.0% | +126.3% | +65.7% | +87.2% |
| All | +1,871.3% | +1,440.5% | +430.8% | +389.0% |
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 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