+192.8%
TER vs SRE
+22.3%
+170.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.8% | +12.0% | +12.5% |
| 7D | -5.8% | -8.4% | +2.6% | -2.7% |
| 30D | -38.9% | -3.2% | -35.7% | -38.1% |
| 3M | -35.1% | -5.3% | -29.8% | -33.9% |
| 6M | -31.6% | -12.6% | -19.0% | -28.6% |
| YTD | +27.2% | -8.8% | +36.0% | +31.1% |
| 1Y | +35.2% | -13.4% | +48.6% | +41.6% |
| 3Y | +192.8% | +24.4% | +168.4% | +157.3% |
| All | +192.8% | +22.3% | +170.5% | +157.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling