+130.2%
SRE vs ARWR
+1,024.2%
-894.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.6% |
| 7D | +1.8% | -17.8% | +19.6% | +2.9% |
| 30D | -3.0% | -18.1% | +15.2% | -1.9% |
| 3M | -7.3% | -44.2% | +36.9% | -4.1% |
| 6M | -11.9% | -38.6% | +26.8% | -9.6% |
| YTD | -7.9% | -28.0% | +20.2% | -6.7% |
| 1Y | -11.1% | +16.1% | -27.3% | -13.1% |
| 3Y | +24.8% | +84.0% | -59.2% | +15.0% |
| 5Y | +52.4% | -35.4% | +87.8% | +46.4% |
| All | +130.2% | +1,024.2% | -894.1% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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