+31.8%
SRE vs ARWR
+181.4%
-149.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.8% |
| 7D | +1.4% | +2.9% | -1.4% | +1.3% |
| 30D | +1.9% | -2.9% | +4.8% | +2.0% |
| 3M | -3.3% | +15.2% | -18.5% | -4.2% |
| 6M | -6.4% | +42.3% | -48.7% | -8.6% |
| YTD | -1.8% | +28.2% | -30.0% | -3.7% |
| 1Y | +10.7% | +213.2% | -202.5% | +2.0% |
| 3Y | +31.8% | +184.6% | -152.9% | +14.3% |
| All | +31.8% | +181.4% | -149.6% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling