+55.9%
SRE vs ROIV
+232.7%
-176.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.7% |
| 7D | -0.3% | +0.6% | -1.0% | -0.3% |
| 30D | -0.7% | +1.0% | -1.7% | -0.8% |
| 3M | -6.3% | +18.3% | -24.6% | -7.0% |
| 6M | -10.7% | +18.3% | -29.0% | -11.4% |
| YTD | -3.5% | +61.0% | -64.4% | -5.5% |
| 1Y | +5.3% | +177.9% | -172.6% | +0.8% |
| 3Y | +31.8% | +199.1% | -167.3% | +25.1% |
| 5Y | +47.4% | +250.7% | -203.3% | +32.7% |
| All | +55.9% | +232.7% | -176.8% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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