+7.7%
V vs SRE
+4.7%
+3.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -1.0% |
| 7D | -1.7% | -0.3% | -1.4% | -1.7% |
| 30D | +2.0% | -0.7% | +2.7% | +1.9% |
| 3M | +17.4% | -6.3% | +23.7% | +17.3% |
| 6M | +17.5% | -10.7% | +28.1% | +17.5% |
| YTD | +7.6% | -3.5% | +11.1% | +6.8% |
| 1Y | +7.7% | +5.3% | +2.4% | +7.7% |
| All | +7.7% | +4.7% | +3.0% | +7.7% |
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