+67.8%
SRE vs AFRM
-20.7%
+88.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | +1.4% | +3.1% | -1.6% | +1.3% |
| 30D | +1.9% | -4.2% | +6.1% | +2.0% |
| 3M | -3.3% | +10.1% | -13.4% | -3.8% |
| 6M | -6.4% | +39.4% | -45.8% | -8.1% |
| YTD | -1.8% | -3.2% | +1.3% | -2.2% |
| 1Y | +10.7% | -16.1% | +26.8% | +10.7% |
| 3Y | +31.8% | +220.8% | -189.0% | +22.6% |
| 5Y | +49.2% | -17.7% | +66.9% | +35.2% |
| All | +67.8% | -20.7% | +88.5% | +52.7% |
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