+126.1%
SRE vs ARWR
+978.7%
-852.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.4% |
| 7D | +1.5% | -3.2% | +4.7% | +1.7% |
| 30D | +0.8% | -6.5% | +7.3% | +1.2% |
| 3M | -5.8% | +12.7% | -18.5% | -6.7% |
| 6M | -7.8% | +36.2% | -44.0% | -10.0% |
| YTD | -2.4% | +24.5% | -26.8% | -4.2% |
| 1Y | +8.9% | +198.0% | -189.1% | +0.4% |
| 3Y | +31.1% | +176.4% | -145.3% | +17.7% |
| 5Y | +48.6% | +26.6% | +22.1% | +36.8% |
| 10Y | +126.1% | +1,054.1% | -927.9% | +85.9% |
| All | +126.1% | +978.7% | -852.6% | +85.9% |
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