+219.1%
TER vs SRE
+51.2%
+168.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +3.6% |
| 7D | +11.0% | +1.4% | +9.5% | +10.4% |
| 30D | -1.9% | +1.9% | -3.8% | -2.7% |
| 3M | -0.7% | -3.3% | +2.6% | +0.2% |
| 6M | +36.4% | -6.4% | +42.8% | +39.4% |
| YTD | +92.4% | -1.8% | +94.3% | +93.0% |
| 1Y | +213.5% | +10.7% | +202.8% | +199.7% |
| 3Y | +277.2% | +31.8% | +245.4% | +222.6% |
| 5Y | +219.1% | +49.2% | +169.9% | +165.9% |
| All | +219.1% | +51.2% | +168.0% | +165.9% |
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