+305.8%
CME vs SRE
+120.6%
+185.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | +2.5% | -5.6% | +8.1% | +4.4% |
| 30D | +13.9% | -4.5% | +18.4% | +15.5% |
| 3M | +22.4% | -7.7% | +30.1% | +25.3% |
| 6M | +12.9% | -14.4% | +27.3% | +18.4% |
| YTD | +19.6% | -9.4% | +29.0% | +22.7% |
| 1Y | +17.7% | -13.8% | +31.5% | +22.7% |
| 3Y | +65.3% | +22.2% | +43.2% | +46.3% |
| 5Y | +75.1% | +50.5% | +24.7% | +38.4% |
| 10Y | +305.8% | +124.1% | +181.7% | +209.2% |
| All | +305.8% | +120.6% | +185.2% | +209.2% |
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