+102.5%
SRE vs FTV
+90.8%
+11.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.3% |
| 7D | -0.3% | -4.5% | +4.2% | +1.1% |
| 30D | -0.7% | -7.1% | +6.3% | +1.6% |
| 3M | -6.3% | -7.2% | +0.9% | -4.4% |
| 6M | -10.7% | -1.5% | -9.1% | -10.9% |
| YTD | -3.5% | +3.5% | -6.9% | -5.9% |
| 1Y | +5.3% | +20.3% | -15.0% | -2.9% |
| 3Y | +31.8% | -3.1% | +34.9% | +29.1% |
| 5Y | +47.4% | +2.3% | +45.0% | +39.3% |
| 10Y | +120.6% | +76.3% | +44.2% | +67.3% |
| All | +102.5% | +90.8% | +11.7% | +53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling