+121.0%
SRE vs ARWR
+1,055.7%
-934.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | -8.2% | -17.7% | +9.5% | -7.2% |
| 30D | -3.6% | -21.9% | +18.3% | -2.3% |
| 3M | -6.3% | -44.5% | +38.3% | -3.0% |
| 6M | -13.0% | -32.6% | +19.6% | -11.3% |
| YTD | -9.2% | -26.2% | +17.0% | -8.2% |
| 1Y | -13.1% | +23.0% | -36.1% | -15.3% |
| 3Y | +22.4% | +81.8% | -59.3% | +12.9% |
| 5Y | +47.1% | -36.0% | +83.2% | +41.5% |
| 10Y | +121.0% | +1,039.5% | -918.6% | +84.6% |
| All | +121.0% | +1,055.7% | -934.7% | +84.6% |
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