+56.0%
SRE vs AFRM
-25.2%
+81.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -8.4% | -7.5% | -0.8% | -8.1% |
| 30D | -3.2% | -15.7% | +12.5% | -2.5% |
| 3M | -5.3% | -9.6% | +4.3% | -5.1% |
| 6M | -12.6% | +6.3% | -18.9% | -13.1% |
| YTD | -8.8% | -8.6% | -0.2% | -9.0% |
| 1Y | -13.4% | -7.6% | -5.8% | -13.7% |
| 3Y | +24.4% | +173.7% | -149.3% | +16.5% |
| 5Y | +47.3% | -56.9% | +104.2% | +33.6% |
| All | +56.0% | -25.2% | +81.1% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 10y: compounded portfolio wealth divided by compounded AFRM 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…
10y analysis · Full analysis span regression · 6 months rolling