+153.8%
B vs SRE
+51.2%
+102.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.9% |
| 7D | +2.3% | +1.4% | +0.9% | +1.9% |
| 30D | +1.4% | +1.9% | -0.5% | +0.5% |
| 3M | +12.2% | -3.3% | +15.5% | +12.9% |
| 6M | -2.1% | -6.4% | +4.3% | -0.7% |
| YTD | +2.9% | -1.8% | +4.8% | +2.8% |
| 1Y | +55.3% | +10.7% | +44.6% | +49.1% |
| 3Y | +198.7% | +31.8% | +166.9% | +158.4% |
| 5Y | +153.8% | +49.2% | +104.6% | +119.4% |
| All | +153.8% | +51.2% | +102.6% | +119.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling