-15.2%
SRE vs FN
-52.0%
+36.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +11.7% | -13.7% | -2.1% |
| 7D | -9.2% | 0.0% | -9.1% | -9.0% |
| 30D | -1.9% | -34.3% | +32.4% | -1.7% |
| 3M | -6.5% | -39.9% | +33.3% | -6.8% |
| 6M | -15.2% | -51.8% | +36.6% | -14.8% |
| All | -15.2% | -52.0% | +36.7% | -14.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling