+198.3%
W vs SRE
+116.5%
+81.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.5% |
| 7D | +1.1% | -8.2% | +9.3% | +5.6% |
| 30D | +6.4% | -3.6% | +10.1% | +8.3% |
| 3M | +9.0% | -6.3% | +15.2% | +12.1% |
| 6M | +69.8% | -13.0% | +82.8% | +81.1% |
| YTD | +12.1% | -9.2% | +21.3% | +15.7% |
| 1Y | 0.0% | -13.1% | +13.1% | +5.8% |
| 3Y | +160.3% | +22.4% | +137.9% | +115.8% |
| 5Y | -53.3% | +47.1% | -100.4% | -64.9% |
| 10Y | +217.0% | +121.0% | +96.0% | +96.1% |
| All | +198.3% | +116.5% | +81.8% | +74.7% |
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 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