+130.2%
SRE vs FN
+700.1%
-570.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.3% | +8.0% | +1.2% |
| 7D | +1.8% | +0.3% | +1.5% | +1.6% |
| 30D | -3.0% | -16.5% | +13.5% | -2.1% |
| 3M | -7.3% | -42.1% | +34.9% | -4.1% |
| 6M | -11.9% | -52.9% | +41.0% | -8.0% |
| YTD | -7.9% | -28.0% | +20.1% | -8.3% |
| 1Y | -11.1% | -18.5% | +7.4% | -12.7% |
| 3Y | +24.8% | +93.9% | -69.1% | +8.9% |
| 5Y | +52.4% | +170.5% | -118.1% | +25.7% |
| All | +130.2% | +700.1% | -570.0% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling