+1,507.7%
SRE vs ARWR
+89.8%
+1,418.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | -0.3% | +1.7% | -2.0% | -0.3% |
| 30D | -0.7% | -0.7% | -0.1% | -0.7% |
| 3M | -6.3% | +14.9% | -21.2% | -6.4% |
| 6M | -10.7% | +32.6% | -43.3% | -10.9% |
| YTD | -3.5% | +30.0% | -33.5% | -3.7% |
| 1Y | +5.3% | +208.4% | -203.1% | +4.2% |
| 3Y | +31.8% | +208.8% | -177.0% | +29.9% |
| 5Y | +47.4% | +27.8% | +19.5% | +45.9% |
| 10Y | +120.6% | +1,107.6% | -987.0% | +113.1% |
| All | +1,507.7% | +89.8% | +1,418.0% | +1,277.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling