-13.8%
SRE vs ARMK
+44.4%
-58.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -5.6% | +2.8% | -8.4% | -5.9% |
| 30D | -4.5% | -1.8% | -2.7% | -4.3% |
| 3M | -7.7% | -10.9% | +3.1% | -6.7% |
| 6M | -14.4% | +21.2% | -35.7% | -16.0% |
| YTD | -9.4% | +47.0% | -56.4% | -12.5% |
| 1Y | -13.8% | +42.9% | -56.7% | -16.6% |
| All | -13.8% | +44.4% | -58.3% | -16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling