+47.3%
SRE vs ARWR
-40.7%
+88.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -15.3% | +16.1% | +1.6% |
| 7D | -8.4% | -17.3% | +9.0% | -7.5% |
| 30D | -3.2% | -21.5% | +18.4% | -2.0% |
| 3M | -5.3% | -43.8% | +38.5% | -2.5% |
| 6M | -12.6% | -32.3% | +19.7% | -11.1% |
| YTD | -8.8% | -25.8% | +17.1% | -7.9% |
| 1Y | -13.4% | +25.5% | -38.9% | -15.5% |
| 3Y | +24.4% | +84.1% | -59.7% | +14.8% |
| 5Y | +47.3% | -39.2% | +86.6% | +32.1% |
| All | +47.3% | -40.7% | +88.0% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling