+208.8%
C vs SRE
+117.6%
+91.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | -0.4% | -8.2% | +7.8% | +4.1% |
| 30D | -5.2% | -3.6% | -1.5% | -3.4% |
| 3M | -9.1% | -6.3% | -2.8% | -6.4% |
| 6M | -1.6% | -13.0% | +11.5% | +5.0% |
| YTD | +6.9% | -9.2% | +16.2% | +10.7% |
| 1Y | +23.0% | -13.1% | +36.1% | +30.2% |
| 3Y | +216.1% | +22.4% | +193.7% | +167.3% |
| 5Y | +112.2% | +47.1% | +65.1% | +58.5% |
| 10Y | +208.8% | +121.0% | +87.8% | +138.5% |
| All | +208.8% | +117.6% | +91.2% | +138.5% |
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