+128.1%
DAL vs SRE
+110.3%
+17.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.8% | +4.5% | +4.9% |
| 7D | +10.0% | -8.4% | +18.4% | +14.6% |
| 30D | +12.0% | -3.2% | +15.2% | +13.6% |
| 3M | +0.8% | -5.3% | +6.1% | +2.9% |
| 6M | +26.2% | -12.6% | +38.8% | +33.5% |
| YTD | +33.7% | -8.8% | +42.4% | +37.8% |
| 1Y | +57.6% | -13.4% | +71.0% | +66.6% |
| 3Y | +183.5% | +24.4% | +159.1% | +139.9% |
| 5Y | +114.2% | +47.3% | +66.8% | +63.3% |
| 10Y | +128.1% | +116.7% | +11.5% | +73.7% |
| All | +128.1% | +110.3% | +17.8% | +73.7% |
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