+86.0%
TEAM vs SRE
-13.0%
+99.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.0% |
| 7D | -2.4% | +1.8% | -4.2% | -1.1% |
| 30D | -26.7% | -3.0% | -23.7% | -28.7% |
| 3M | -9.6% | -7.3% | -2.4% | -16.6% |
| 6M | +86.0% | -11.9% | +97.9% | +62.1% |
| All | +86.0% | -13.0% | +99.1% | +62.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling