-25.8%
TE vs SRE
-7.5%
-18.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.9% | -0.7% | -3.7% |
| 7D | +3.8% | -2.1% | +5.9% | +3.7% |
| 30D | -26.2% | +6.1% | -32.3% | -25.8% |
| 3M | -49.7% | -3.5% | -46.2% | -50.2% |
| 6M | -46.5% | -10.8% | -35.7% | -48.0% |
| YTD | -59.1% | -4.0% | -55.2% | -62.0% |
| 1Y | -25.8% | -7.7% | -18.2% | -29.6% |
| All | -25.8% | -7.5% | -18.3% | -29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling