+42.1%
U vs SRE
-11.2%
+53.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.5% | +5.7% |
| 7D | +2.6% | +1.8% | +0.8% | +3.6% |
| 30D | +27.6% | -3.0% | +30.5% | +25.6% |
| 3M | +15.3% | -7.3% | +22.6% | +10.9% |
| 6M | +96.4% | -11.9% | +108.3% | +84.5% |
| YTD | +19.6% | -7.9% | +27.4% | +16.4% |
| 1Y | +42.1% | -11.1% | +53.3% | +37.5% |
| All | +42.1% | -11.2% | +53.3% | +37.5% |
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