+1,434.4%
SRE vs SM
+539.0%
+895.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +1.8% | +9.4% | -7.6% | +0.9% |
| 30D | -3.0% | -14.4% | +11.4% | -1.8% |
| 3M | -7.3% | +1.6% | -8.8% | -7.7% |
| 6M | -11.9% | +6.3% | -18.2% | -13.0% |
| YTD | -7.9% | +78.8% | -86.6% | -13.7% |
| 1Y | -11.1% | +83.1% | -94.3% | -17.0% |
| 3Y | +24.8% | -5.9% | +30.7% | +21.6% |
| 5Y | +52.4% | +4.8% | +47.6% | +43.5% |
| 10Y | +127.9% | +17.5% | +110.3% | +71.6% |
| All | +1,434.4% | +539.0% | +895.4% | +705.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling