-13.7%
SRE vs FN
-24.0%
+10.4%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.3% | -0.4% |
| 7D | -8.2% | -4.1% | -4.1% | -8.1% |
| 30D | -3.6% | -28.3% | +24.7% | -2.8% |
| 3M | -6.3% | -33.9% | +27.6% | -5.5% |
| 6M | -13.0% | -43.9% | +30.9% | -12.0% |
| YTD | -9.2% | -23.4% | +14.2% | -11.0% |
| All | -13.7% | -24.0% | +10.4% | -15.9% |
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