+19.5%
SRE vs SN
+397.9%
-378.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.7% | -4.8% | -2.3% |
| 7D | -9.2% | +7.2% | -16.4% | -9.7% |
| 30D | -1.9% | +20.4% | -22.3% | -3.4% |
| 3M | -6.5% | +23.9% | -30.5% | -8.3% |
| 6M | -15.2% | +93.0% | -108.3% | -20.5% |
| YTD | -9.5% | +99.2% | -108.7% | -15.6% |
| 1Y | -13.2% | +142.6% | -155.8% | -20.7% |
| 3Y | +19.5% | +398.8% | -379.3% | -1.2% |
| All | +19.5% | +397.9% | -378.4% | -1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling