-11.1%
SRE vs FTV
+31.1%
-42.2%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +1.8% | +3.9% | -2.1% | +1.5% |
| 30D | -3.0% | +18.7% | -21.6% | -3.7% |
| 3M | -7.3% | +10.0% | -17.3% | -7.7% |
| 6M | -11.9% | +14.6% | -26.4% | -12.4% |
| YTD | -7.9% | +23.4% | -31.3% | -8.9% |
| 1Y | -11.1% | +31.3% | -42.4% | -13.9% |
| All | -11.1% | +31.1% | -42.2% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling