+102.9%
T vs SRE
+30.8%
+72.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.6% |
| 7D | -3.1% | +1.5% | -4.5% | -3.4% |
| 30D | +4.6% | +0.8% | +3.7% | +4.3% |
| 3M | +12.2% | -5.8% | +18.0% | +13.8% |
| 6M | -6.5% | -7.8% | +1.3% | -4.7% |
| YTD | +4.9% | -2.4% | +7.2% | +5.4% |
| 1Y | -10.5% | +8.9% | -19.4% | -12.5% |
| All | +102.9% | +30.8% | +72.1% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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