+122.8%
DAL vs SRE
+108.6%
+14.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.2% | +3.1% |
| 7D | +8.8% | -9.2% | +18.0% | +13.7% |
| 30D | +5.4% | -1.9% | +7.3% | +6.2% |
| 3M | -4.9% | -6.5% | +1.6% | -2.3% |
| 6M | +19.8% | -15.2% | +35.1% | +28.6% |
| YTD | +27.0% | -9.5% | +36.4% | +31.3% |
| 1Y | +52.5% | -13.2% | +65.7% | +60.8% |
| 3Y | +173.8% | +19.5% | +154.4% | +136.9% |
| 5Y | +104.5% | +43.6% | +61.0% | +58.4% |
| All | +122.8% | +108.6% | +14.2% | +70.3% |
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