+474.9%
SRE vs FN
+3,620.5%
-3,145.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.8% | -0.9% |
| 7D | -0.3% | -1.7% | +1.4% | -0.2% |
| 30D | -0.7% | -22.0% | +21.3% | +0.8% |
| 3M | -6.3% | -43.0% | +36.7% | -3.1% |
| 6M | -10.7% | -27.7% | +17.1% | -9.8% |
| YTD | -3.5% | -10.5% | +7.1% | -4.6% |
| 1Y | +5.3% | +12.5% | -7.2% | +1.8% |
| 3Y | +31.8% | +153.8% | -122.0% | +16.1% |
| 5Y | +47.4% | +288.0% | -240.6% | +23.3% |
| 10Y | +120.6% | +906.4% | -785.9% | +68.9% |
| All | +474.9% | +3,620.5% | -3,145.6% | +301.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling