+8,398.6%
TPR vs SRE
+1,798.9%
+6,599.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | +0.1% |
| 7D | +14.2% | -9.2% | +23.4% | +19.9% |
| 30D | +17.1% | -1.9% | +19.0% | +17.9% |
| 3M | -17.7% | -6.5% | -11.2% | -15.3% |
| 6M | -10.2% | -15.2% | +5.1% | -2.8% |
| YTD | +4.9% | -9.5% | +14.4% | +9.0% |
| 1Y | +36.1% | -13.2% | +49.3% | +44.5% |
| 3Y | +416.5% | +19.5% | +397.0% | +342.8% |
| 5Y | +254.8% | +43.6% | +211.2% | +167.6% |
| 10Y | +391.7% | +109.9% | +281.8% | +205.2% |
| All | +8,398.6% | +1,798.9% | +6,599.7% | +2,181.9% |
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 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