+244.0%
SRE vs FIVE
+822.5%
-578.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -9.2% | -0.3% | -8.9% | -9.2% |
| 30D | -1.9% | +17.7% | -19.6% | -3.8% |
| 3M | -6.5% | +4.0% | -10.5% | -7.2% |
| 6M | -15.2% | +2.6% | -17.9% | -16.0% |
| YTD | -9.5% | +27.6% | -37.0% | -12.9% |
| 1Y | -13.2% | +59.9% | -73.2% | -18.8% |
| 3Y | +19.5% | +35.8% | -16.3% | +10.5% |
| 5Y | +43.6% | +14.4% | +29.1% | +33.0% |
| 10Y | +109.9% | +576.1% | -466.2% | +56.1% |
| All | +244.0% | +822.5% | -578.4% | +137.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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