+1,507.7%
SRE vs SM
+611.5%
+896.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.4% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -0.7% | +26.3% | -27.0% | -2.9% |
| 3M | -6.3% | +8.7% | -15.0% | -7.3% |
| 6M | -10.7% | +51.7% | -62.3% | -14.6% |
| YTD | -3.5% | +99.0% | -102.5% | -10.2% |
| 1Y | +5.3% | +34.6% | -29.3% | +1.2% |
| 3Y | +31.8% | -7.8% | +39.5% | +28.9% |
| 5Y | +47.4% | +104.8% | -57.4% | +30.7% |
| 10Y | +120.6% | +7.2% | +113.3% | +68.5% |
| All | +1,507.7% | +611.5% | +896.3% | +738.2% |
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