-12.7%
SRE vs FN
-20.4%
+7.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.9% | -11.1% | +0.5% |
| 7D | -8.4% | +16.3% | -24.7% | -8.7% |
| 30D | -3.2% | -24.7% | +21.6% | -2.5% |
| 3M | -5.3% | -34.9% | +29.6% | -4.5% |
| 6M | -12.6% | -41.1% | +28.5% | -11.7% |
| YTD | -8.8% | -19.6% | +10.9% | -10.6% |
| All | -12.7% | -20.4% | +7.8% | -14.5% |
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