-7.7%
SRE vs DD
+49.3%
-57.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.8% |
| 7D | -2.1% | +8.7% | -10.8% | -2.6% |
| 30D | +6.1% | +15.3% | -9.3% | +5.1% |
| 3M | -3.5% | +5.9% | -9.4% | -3.8% |
| 6M | -10.8% | +11.6% | -22.4% | -11.6% |
| YTD | -4.0% | +26.5% | -30.5% | -6.7% |
| 1Y | -7.7% | +35.4% | -43.1% | -11.3% |
| All | -7.7% | +49.3% | -57.0% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling