+196.7%
W vs SRE
+119.7%
+77.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | 0.0% |
| 7D | +0.2% | +1.8% | -1.6% | -0.7% |
| 30D | +6.8% | -3.0% | +9.8% | +8.3% |
| 3M | +10.7% | -7.3% | +17.9% | +14.6% |
| 6M | +86.3% | -11.9% | +98.2% | +97.5% |
| YTD | +11.5% | -7.9% | +19.3% | +14.2% |
| 1Y | +5.1% | -11.1% | +16.2% | +9.8% |
| 3Y | +171.0% | +24.8% | +146.2% | +122.2% |
| 5Y | -56.6% | +52.4% | -109.0% | -68.0% |
| 10Y | +213.4% | +127.9% | +85.5% | +91.2% |
| All | +196.7% | +119.7% | +77.0% | +72.4% |
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