+169.4%
SRE vs SFM
+48.8%
+120.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.6% |
| 7D | +1.8% | +6.0% | -4.3% | +1.3% |
| 30D | -3.0% | -19.5% | +16.5% | -1.7% |
| 3M | -7.3% | -37.0% | +29.8% | -4.3% |
| 6M | -11.9% | -41.0% | +29.1% | -8.8% |
| YTD | -7.9% | -34.6% | +26.8% | -5.7% |
| 1Y | -11.1% | -36.3% | +25.1% | -8.9% |
| 3Y | +24.8% | +24.5% | +0.3% | +19.9% |
| 5Y | +52.4% | +115.9% | -63.5% | +39.2% |
| 10Y | +127.9% | +139.5% | -11.6% | +103.2% |
| All | +169.4% | +48.8% | +120.7% | +145.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling