+416.3%
T vs SRE
+1,525.5%
-1,109.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | -1.3% | -0.3% | -0.9% | -1.2% |
| 30D | +11.4% | -0.7% | +12.1% | +11.5% |
| 3M | +14.3% | -6.3% | +20.6% | +17.0% |
| 6M | -9.3% | -10.7% | +1.4% | -5.6% |
| YTD | +7.1% | -3.5% | +10.6% | +8.0% |
| 1Y | -9.1% | +5.3% | -14.4% | -11.6% |
| 3Y | +105.3% | +31.8% | +73.5% | +78.4% |
| 5Y | +66.8% | +47.4% | +19.5% | +37.4% |
| 10Y | +66.8% | +120.6% | -53.8% | +12.5% |
| All | +416.3% | +1,525.5% | -1,109.2% | +64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling