+126.1%
SRE vs ARMK
+134.7%
-8.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.3% |
| 7D | +1.5% | +0.3% | +1.1% | +1.4% |
| 30D | +0.8% | +2.4% | -1.5% | +0.2% |
| 3M | -5.8% | +6.1% | -11.8% | -7.2% |
| 6M | -7.8% | +41.8% | -49.6% | -15.3% |
| YTD | -2.4% | +55.5% | -57.9% | -12.4% |
| 1Y | +8.9% | +49.6% | -40.7% | -1.5% |
| 3Y | +31.1% | +122.8% | -91.7% | +6.7% |
| 5Y | +48.6% | +151.0% | -102.4% | +15.6% |
| 10Y | +126.1% | +137.9% | -11.8% | +78.3% |
| All | +126.1% | +134.7% | -8.6% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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