-22.7%
U vs SRE
+60.9%
-83.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.5% | +5.0% |
| 7D | +2.6% | +1.8% | +0.8% | +2.1% |
| 30D | +27.6% | -3.0% | +30.5% | +28.2% |
| 3M | +15.3% | -7.3% | +22.6% | +17.4% |
| 6M | +96.4% | -11.9% | +108.3% | +102.4% |
| YTD | +19.6% | -7.9% | +27.4% | +19.9% |
| 1Y | +42.1% | -11.1% | +53.3% | +44.5% |
| 3Y | +87.5% | +24.8% | +62.7% | +61.8% |
| 5Y | -73.1% | +52.4% | -125.5% | -74.7% |
| All | -22.7% | +60.9% | -83.6% | -27.1% |
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