+802.8%
TEAM vs SRE
+151.0%
+651.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.5% |
| 7D | -0.4% | -0.3% | -0.1% | -0.4% |
| 30D | +67.3% | -0.7% | +68.0% | +67.4% |
| 3M | +86.8% | -6.3% | +93.1% | +88.5% |
| 6M | +146.8% | -10.7% | +157.5% | +150.5% |
| YTD | +16.9% | -3.5% | +20.4% | +16.0% |
| 1Y | +12.8% | +5.3% | +7.5% | +9.1% |
| 3Y | -7.3% | +31.8% | -39.1% | -17.0% |
| 5Y | -50.7% | +47.4% | -98.1% | -56.6% |
| 10Y | +529.8% | +120.6% | +409.3% | +424.0% |
| All | +802.8% | +151.0% | +651.7% | +651.6% |
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