+234.1%
TER vs SRE
+10.5%
+223.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.7% | +3.3% |
| 7D | +12.4% | +1.5% | +10.9% | +11.8% |
| 30D | +5.1% | +0.8% | +4.3% | +4.9% |
| 3M | +4.0% | -5.8% | +9.7% | +5.9% |
| 6M | +29.5% | -7.8% | +37.3% | +33.1% |
| YTD | +98.5% | -2.4% | +100.8% | +102.2% |
| 1Y | +234.1% | +8.9% | +225.2% | +291.0% |
| All | +234.1% | +10.5% | +223.6% | +291.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling