+1,412.0%
SRE vs SM
+476.3%
+935.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.6% |
| 7D | -8.2% | -19.5% | +11.3% | -6.5% |
| 30D | -3.6% | -20.2% | +16.6% | -1.8% |
| 3M | -6.3% | -6.5% | +0.3% | -6.0% |
| 6M | -13.0% | +1.6% | -14.6% | -13.8% |
| YTD | -9.2% | +61.2% | -70.5% | -14.2% |
| 1Y | -13.1% | +65.4% | -78.5% | -18.1% |
| 3Y | +22.4% | -13.0% | +35.5% | +20.1% |
| 5Y | +47.1% | -4.3% | +51.4% | +39.7% |
| 10Y | +121.0% | +3.0% | +118.0% | +68.6% |
| All | +1,412.0% | +476.3% | +935.7% | +701.2% |
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