+131.6%
C vs SRE
+51.2%
+80.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.4% |
| 7D | +3.2% | +1.4% | +1.7% | +2.6% |
| 30D | +1.3% | +1.9% | -0.6% | +0.3% |
| 3M | +3.1% | -3.3% | +6.4% | +4.2% |
| 6M | +29.6% | -6.4% | +36.0% | +32.3% |
| YTD | +19.0% | -1.8% | +20.8% | +18.4% |
| 1Y | +45.6% | +10.7% | +34.9% | +36.6% |
| 3Y | +269.3% | +31.8% | +237.5% | +206.0% |
| 5Y | +131.6% | +49.2% | +82.4% | +87.1% |
| All | +131.6% | +51.2% | +80.4% | +87.1% |
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