-53.1%
TEAM vs SRE
+48.6%
-101.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +0.9% |
| 7D | -4.7% | +1.5% | -6.1% | -5.0% |
| 30D | +17.0% | +0.8% | +16.2% | +16.7% |
| 3M | +85.9% | -5.8% | +91.7% | +87.5% |
| 6M | +116.7% | -7.8% | +124.5% | +118.3% |
| YTD | +9.6% | -2.4% | +12.0% | +7.7% |
| 1Y | -2.5% | +8.9% | -11.4% | -8.6% |
| 3Y | -14.0% | +31.1% | -45.0% | -29.8% |
| 5Y | -53.1% | +48.6% | -101.7% | -60.1% |
| All | -53.1% | +48.6% | -101.7% | -60.1% |
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