+2,844.7%
TER vs SRE
+1,525.5%
+1,319.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.1% | +5.8% |
| 7D | +0.6% | -0.3% | +0.9% | +0.6% |
| 30D | -8.3% | -0.7% | -7.5% | -8.2% |
| 3M | -12.2% | -6.3% | -5.9% | -10.1% |
| 6M | +17.1% | -10.7% | +27.7% | +22.8% |
| YTD | +84.7% | -3.5% | +88.1% | +86.5% |
| 1Y | +199.9% | +5.3% | +194.6% | +190.0% |
| 3Y | +232.8% | +31.8% | +201.0% | +181.0% |
| 5Y | +198.6% | +47.4% | +151.2% | +136.2% |
| 10Y | +1,669.7% | +120.6% | +1,549.2% | +967.7% |
| All | +2,844.7% | +1,525.5% | +1,319.2% | +636.2% |
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