+494.4%
TEAM vs SRE
+122.3%
+372.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -5.2% | -0.8% | -4.4% | -5.1% |
| 30D | +15.8% | -3.0% | +18.8% | +16.3% |
| 3M | +101.5% | -8.3% | +109.8% | +104.4% |
| 6M | +138.2% | -8.9% | +147.1% | +140.6% |
| YTD | +10.8% | -4.3% | +15.1% | +10.0% |
| 1Y | +1.7% | +2.7% | -1.0% | -1.2% |
| 3Y | -16.0% | +28.7% | -44.7% | -25.0% |
| 5Y | -52.7% | +47.1% | -99.9% | -58.8% |
| All | +494.4% | +122.3% | +372.1% | +374.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling