+186.4%
SRE vs ARMK
+350.8%
-164.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.4% |
| 7D | -0.3% | -2.4% | +2.1% | +0.2% |
| 30D | -0.7% | 0.0% | -0.8% | -0.8% |
| 3M | -6.3% | +6.7% | -13.0% | -7.8% |
| 6M | -10.7% | +38.8% | -49.5% | -17.4% |
| YTD | -3.5% | +55.2% | -58.6% | -13.2% |
| 1Y | +5.3% | +46.6% | -41.3% | -4.2% |
| 3Y | +31.8% | +112.9% | -81.1% | +8.7% |
| 5Y | +47.4% | +144.0% | -96.6% | +15.8% |
| 10Y | +120.6% | +132.4% | -11.9% | +69.7% |
| All | +186.4% | +350.8% | -164.5% | +105.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling