-7.7%
SRE vs USFR
+4.1%
-11.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -2.1% | +0.1% | -2.2% | -1.4% |
| 30D | +6.1% | +0.4% | +5.7% | +8.7% |
| 3M | -3.5% | +1.1% | -4.6% | +1.2% |
| 6M | -10.8% | +2.0% | -12.8% | -6.3% |
| YTD | -4.0% | +3.4% | -7.3% | -2.4% |
| 1Y | -7.7% | +4.1% | -11.7% | -18.1% |
| All | -7.7% | +4.1% | -11.7% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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