+450.7%
SRE vs FN
+2,575.5%
-2,124.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -14.2% | +10.5% | -2.7% |
| 7D | -7.1% | -16.0% | +8.9% | -6.0% |
| 30D | -0.2% | -40.1% | +39.9% | +3.3% |
| 3M | -4.9% | -43.9% | +39.0% | -1.6% |
| 6M | -14.1% | -55.6% | +41.5% | -10.1% |
| YTD | -7.5% | -35.7% | +28.1% | -6.8% |
| 1Y | -11.0% | -39.8% | +28.8% | -10.0% |
| 3Y | +21.2% | +80.3% | -59.0% | +9.1% |
| 5Y | +46.6% | +143.3% | -96.7% | +26.7% |
| 10Y | +114.4% | +682.3% | -567.9% | +66.6% |
| All | +450.7% | +2,575.5% | -2,124.8% | +292.3% |
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