-48.5%
TE vs SRE
+41.3%
-89.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.7% | +8.3% | +9.4% |
| 7D | +18.2% | +1.4% | +16.8% | +17.7% |
| 30D | -13.5% | +1.9% | -15.4% | -14.3% |
| 3M | -44.6% | -3.3% | -41.3% | -44.3% |
| 6M | -24.7% | -6.4% | -18.3% | -23.7% |
| YTD | -24.3% | -1.8% | -22.4% | -25.0% |
| 1Y | +155.6% | +10.7% | +144.8% | +140.1% |
| 3Y | -18.3% | +31.8% | -50.0% | -26.3% |
| 5Y | -41.3% | +49.2% | -90.5% | -46.8% |
| All | -48.5% | +41.3% | -89.7% | -53.2% |
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 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