+110.6%
SPOT vs SRE
+46.9%
+63.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | 0.0% |
| 7D | -6.9% | -0.7% | -6.2% | -6.7% |
| 30D | +4.1% | -1.7% | +5.9% | +4.4% |
| 3M | +3.7% | -7.1% | +10.8% | +4.9% |
| 6M | -1.6% | -8.4% | +6.8% | -0.3% |
| YTD | -10.2% | -3.5% | -6.6% | -10.1% |
| 1Y | -25.9% | +5.4% | -31.3% | -27.4% |
| 3Y | +235.6% | +29.5% | +206.1% | +206.5% |
| 5Y | +110.6% | +48.3% | +62.3% | +94.3% |
| All | +110.6% | +46.9% | +63.7% | +94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling