+286.5%
C vs SRE
+121.7%
+164.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.6% |
| 7D | +3.2% | +1.4% | +1.7% | +2.4% |
| 30D | +1.3% | +1.9% | -0.6% | 0.0% |
| 3M | +3.1% | -3.3% | +6.4% | +4.4% |
| 6M | +29.6% | -6.4% | +36.0% | +32.9% |
| YTD | +19.0% | -1.8% | +20.8% | +18.4% |
| 1Y | +45.6% | +10.7% | +34.9% | +35.5% |
| 3Y | +269.3% | +31.8% | +237.5% | +202.5% |
| 5Y | +131.6% | +49.2% | +82.4% | +74.3% |
| 10Y | +286.5% | +118.5% | +168.0% | +180.6% |
| All | +286.5% | +121.7% | +164.9% | +180.6% |
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