+364.8%
ALL vs SRE
+118.9%
+245.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.3% |
| 7D | -2.2% | +1.5% | -3.7% | -2.8% |
| 30D | -5.6% | +0.8% | -6.4% | -6.1% |
| 3M | +17.2% | -5.8% | +23.0% | +19.7% |
| 6M | +23.2% | -7.8% | +31.1% | +26.8% |
| YTD | +23.6% | -2.4% | +26.0% | +23.7% |
| 1Y | +29.2% | +8.9% | +20.3% | +23.2% |
| 3Y | +153.8% | +31.1% | +122.8% | +118.0% |
| 5Y | +116.1% | +48.6% | +67.5% | +74.8% |
| 10Y | +364.8% | +126.1% | +238.7% | +244.8% |
| All | +364.8% | +118.9% | +245.9% | +244.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling