+72.4%
TER vs SRE
+47.0%
+25.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.8% | +12.0% | +12.4% |
| 7D | -5.8% | -8.4% | +2.6% | -2.3% |
| 30D | -38.9% | -3.2% | -35.7% | -38.1% |
| 3M | -35.1% | -5.3% | -29.8% | -33.8% |
| 6M | -31.6% | -12.6% | -19.0% | -28.3% |
| YTD | +27.2% | -8.8% | +36.0% | +31.4% |
| 1Y | +35.2% | -13.4% | +48.6% | +42.4% |
| 3Y | +192.8% | +24.4% | +168.4% | +154.6% |
| 5Y | +72.4% | +47.3% | +25.1% | +40.6% |
| All | +72.4% | +47.0% | +25.4% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling