+50.5%
SRE vs FN
+212.0%
-161.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.9% | -6.1% | -0.5% |
| 7D | -5.6% | +8.0% | -13.7% | -6.2% |
| 30D | -4.5% | -19.1% | +14.7% | -3.6% |
| 3M | -7.7% | -29.8% | +22.1% | -6.4% |
| 6M | -14.4% | -43.2% | +28.8% | -12.4% |
| YTD | -9.4% | -18.9% | +9.6% | -10.4% |
| 1Y | -13.8% | -17.9% | +4.0% | -15.1% |
| 3Y | +22.2% | +120.1% | -97.9% | +7.3% |
| 5Y | +50.5% | +206.7% | -156.2% | +23.5% |
| All | +50.5% | +212.0% | -161.5% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling