-7.7%
SRE vs SFM
-35.8%
+28.2%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.6% | -6.5% | -2.9% |
| 7D | -2.1% | -12.3% | +10.2% | -1.9% |
| 30D | +6.1% | -16.2% | +22.3% | +6.5% |
| 3M | -3.5% | -36.8% | +33.3% | -1.9% |
| 6M | -10.8% | -32.6% | +21.8% | -9.9% |
| YTD | -4.0% | -31.7% | +27.7% | -4.1% |
| 1Y | -7.7% | -35.0% | +27.3% | -7.9% |
| All | -7.7% | -35.8% | +28.2% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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