+64.2%
T vs SRE
+48.6%
+15.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.6% |
| 7D | -3.1% | +1.5% | -4.5% | -3.5% |
| 30D | +4.6% | +0.8% | +3.7% | +4.2% |
| 3M | +12.2% | -5.8% | +18.0% | +14.2% |
| 6M | -6.5% | -7.8% | +1.3% | -4.2% |
| YTD | +4.9% | -2.4% | +7.2% | +5.3% |
| 1Y | -10.5% | +8.9% | -19.4% | -13.4% |
| 3Y | +104.6% | +31.1% | +73.5% | +78.2% |
| 5Y | +64.2% | +48.6% | +15.6% | +32.2% |
| All | +64.2% | +48.6% | +15.6% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling