+207.0%
C vs SRE
+127.7%
+79.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.4% |
| 7D | +4.2% | +1.8% | +2.4% | +3.2% |
| 30D | +2.0% | -3.0% | +5.0% | +3.5% |
| 3M | -10.1% | -7.3% | -2.9% | -6.9% |
| 6M | +1.0% | -11.9% | +12.9% | +7.1% |
| YTD | +8.5% | -7.9% | +16.3% | +11.4% |
| 1Y | +25.7% | -11.1% | +36.9% | +31.6% |
| 3Y | +216.0% | +24.8% | +191.2% | +164.4% |
| 5Y | +112.3% | +52.4% | +59.9% | +55.4% |
| All | +207.0% | +127.7% | +79.4% | +140.2% |
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