+1.3%
U vs SRE
+4.6%
-3.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.8% | +5.3% | +4.1% |
| 7D | +5.5% | -0.8% | +6.4% | +5.1% |
| 30D | -1.3% | -3.0% | +1.7% | -2.5% |
| 3M | +64.6% | -8.3% | +72.9% | +57.9% |
| 6M | +119.4% | -8.9% | +128.3% | +111.8% |
| YTD | -0.5% | -4.3% | +3.8% | -1.9% |
| 1Y | +1.3% | +2.7% | -1.4% | +6.3% |
| All | +1.3% | +4.6% | -3.3% | +6.3% |
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