-13.8%
SRE vs S
+38.7%
-52.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.1% |
| 7D | -5.6% | +1.2% | -6.9% | -5.6% |
| 30D | -4.5% | -7.3% | +2.9% | -4.8% |
| 3M | -7.7% | +5.9% | -13.6% | -7.0% |
| 6M | -14.4% | +45.6% | -60.0% | -11.7% |
| YTD | -9.4% | +58.5% | -67.9% | -6.3% |
| 1Y | -13.8% | +37.6% | -51.5% | -11.6% |
| All | -13.8% | +38.7% | -52.5% | -11.6% |
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