-12.0%
SRE vs FN
-21.9%
+9.9%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.1% | +1.1% |
| 7D | -1.1% | +20.8% | -21.8% | -1.6% |
| 30D | -4.1% | -17.3% | +13.2% | -3.7% |
| 3M | -7.3% | -38.1% | +30.8% | -6.4% |
| 6M | -14.1% | -44.2% | +30.1% | -13.0% |
| YTD | -8.5% | -22.3% | +13.8% | -10.4% |
| 1Y | -12.0% | -20.9% | +8.9% | -14.3% |
| All | -12.0% | -21.9% | +9.9% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling