+9.5%
TPR vs SRE
+10.5%
-1.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.2% |
| 7D | -7.3% | +1.5% | -8.8% | -7.5% |
| 30D | -30.7% | +0.8% | -31.6% | -30.9% |
| 3M | -21.6% | -5.8% | -15.8% | -20.8% |
| 6M | -21.3% | -7.8% | -13.5% | -20.1% |
| YTD | -10.2% | -2.4% | -7.8% | -9.7% |
| 1Y | +9.5% | +8.9% | +0.6% | +6.4% |
| All | +9.5% | +10.5% | -1.0% | +6.4% |
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