+166.6%
SRE vs AR
-33.4%
+200.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.0% |
| 7D | -9.2% | -14.3% | +5.1% | -8.0% |
| 30D | -1.9% | +1.4% | -3.3% | -2.1% |
| 3M | -6.5% | +3.4% | -9.9% | -6.9% |
| 6M | -15.2% | -2.1% | -13.2% | -15.3% |
| YTD | -9.5% | +4.7% | -14.2% | -10.2% |
| 1Y | -13.2% | +10.6% | -23.8% | -14.4% |
| 3Y | +19.5% | +24.6% | -5.1% | +15.4% |
| 5Y | +43.6% | +71.9% | -28.3% | +33.5% |
| 10Y | +109.9% | +46.4% | +63.5% | +66.2% |
| All | +166.6% | -33.4% | +200.0% | +120.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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