+32.0%
SRE vs SFM
+90.5%
-58.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.5% | +8.2% | +2.2% |
| 7D | +1.4% | -5.8% | +7.3% | +1.9% |
| 30D | +1.9% | -11.4% | +13.3% | +2.8% |
| 3M | -3.3% | -12.2% | +8.9% | -2.5% |
| 6M | -6.4% | -5.2% | -1.3% | -6.6% |
| YTD | -1.8% | -4.5% | +2.6% | -2.2% |
| 1Y | +10.7% | -45.4% | +56.1% | +16.5% |
| All | +32.0% | +90.5% | -58.5% | +18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling