+26.0%
SRE vs SN
+496.6%
-470.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.6% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | +1.9% | -5.6% | +7.5% | +2.2% |
| 3M | -3.3% | +48.1% | -51.3% | -6.7% |
| 6M | -6.4% | +57.6% | -64.1% | -10.4% |
| YTD | -1.8% | +56.5% | -58.3% | -6.0% |
| 1Y | +10.7% | +52.6% | -41.8% | +6.2% |
| 3Y | +31.8% | +412.0% | -380.2% | +15.4% |
| All | +26.0% | +496.6% | -470.6% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling