-39.0%
U vs SRE
+68.6%
-107.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -3.8% | -0.3% | -3.5% | -3.7% |
| 30D | +17.5% | -0.7% | +18.2% | +17.5% |
| 3M | +38.7% | -6.3% | +45.0% | +41.1% |
| 6M | +104.4% | -10.7% | +115.1% | +110.8% |
| YTD | -5.7% | -3.5% | -2.2% | -6.3% |
| 1Y | +3.7% | +5.3% | -1.6% | -1.5% |
| 3Y | +12.3% | +31.8% | -19.5% | -4.3% |
| 5Y | -68.8% | +47.4% | -116.2% | -71.1% |
| All | -39.0% | +68.6% | -107.6% | -43.0% |
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