+614.2%
TEAM vs SRE
+139.6%
+474.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | -2.4% | +1.8% | -4.2% | -2.7% |
| 30D | -26.7% | -3.0% | -23.7% | -26.3% |
| 3M | -9.6% | -7.3% | -2.4% | -8.5% |
| 6M | +86.0% | -11.9% | +97.9% | +89.6% |
| YTD | -7.5% | -7.9% | +0.4% | -7.5% |
| 1Y | -1.4% | -11.1% | +9.8% | -0.5% |
| 3Y | -14.3% | +24.8% | -39.1% | -22.6% |
| 5Y | -66.3% | +52.4% | -118.7% | -70.5% |
| 10Y | +445.6% | +127.9% | +317.7% | +355.0% |
| All | +614.2% | +139.6% | +474.6% | +499.6% |
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 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