+42.7%
SRE vs SITM
+4,437.5%
-4,394.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | +1.5% | +3.7% | -2.2% | +1.2% |
| 30D | +0.8% | -14.5% | +15.3% | +1.7% |
| 3M | -5.8% | -10.6% | +4.8% | -5.9% |
| 6M | -7.8% | +65.5% | -73.3% | -12.7% |
| YTD | -2.4% | +67.0% | -69.4% | -7.9% |
| 1Y | +8.9% | +138.6% | -129.7% | -0.7% |
| 3Y | +31.1% | +421.8% | -390.7% | +8.7% |
| 5Y | +48.6% | +172.4% | -123.8% | +22.5% |
| All | +42.7% | +4,437.5% | -4,394.7% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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