+8.9%
SRE vs S
+5.0%
+3.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +1.5% | -1.2% | +2.7% | +1.4% |
| 30D | +0.8% | -12.6% | +13.4% | +0.1% |
| 3M | -5.8% | +27.6% | -33.3% | -4.1% |
| 6M | -7.8% | +35.5% | -43.3% | -5.5% |
| YTD | -2.4% | +29.6% | -32.0% | -0.3% |
| 1Y | +8.9% | +8.1% | +0.8% | +10.7% |
| All | +8.9% | +5.0% | +3.9% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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