+32.0%
SRE vs SM
-1.8%
+33.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | +1.4% |
| 7D | +1.4% | -0.2% | +1.6% | +1.4% |
| 30D | +1.9% | +31.5% | -29.6% | -0.8% |
| 3M | -3.3% | +17.3% | -20.6% | -5.0% |
| 6M | -6.4% | +48.5% | -54.9% | -10.8% |
| YTD | -1.8% | +106.3% | -108.1% | -10.2% |
| 1Y | +10.7% | +47.3% | -36.6% | +5.3% |
| All | +32.0% | -1.8% | +33.7% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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