+8.9%
SRE vs SN
+47.1%
-38.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.5% |
| 7D | +1.5% | -3.4% | +4.9% | +1.5% |
| 30D | +0.8% | -9.1% | +9.9% | +0.9% |
| 3M | -5.8% | +31.8% | -37.6% | -7.4% |
| 6M | -7.8% | +52.0% | -59.8% | -10.5% |
| YTD | -2.4% | +51.3% | -53.6% | -4.6% |
| 1Y | +8.9% | +46.9% | -38.0% | +8.5% |
| All | +8.9% | +47.1% | -38.2% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling