+439.6%
SRE vs FN
+3,270.0%
-2,830.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.9% | -6.1% | -0.6% |
| 7D | -5.6% | +8.0% | -13.7% | -6.3% |
| 30D | -4.5% | -19.1% | +14.7% | -3.4% |
| 3M | -7.7% | -29.8% | +22.1% | -6.1% |
| 6M | -14.4% | -43.2% | +28.8% | -12.1% |
| YTD | -9.4% | -18.9% | +9.6% | -10.3% |
| 1Y | -13.8% | -17.9% | +4.0% | -15.0% |
| 3Y | +22.2% | +120.1% | -97.9% | +8.3% |
| 5Y | +50.5% | +206.7% | -156.2% | +27.7% |
| 10Y | +124.1% | +804.7% | -680.6% | +72.1% |
| All | +439.6% | +3,270.0% | -2,830.3% | +277.6% |
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