+851.5%
DE vs SRE
+122.3%
+729.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -2.6% | -0.8% | -1.7% | -2.3% |
| 30D | +9.0% | -3.0% | +12.0% | +10.1% |
| 3M | +19.1% | -8.3% | +27.4% | +22.9% |
| 6M | +14.4% | -8.9% | +23.3% | +18.3% |
| YTD | +45.9% | -4.3% | +50.2% | +47.9% |
| 1Y | +43.6% | +2.7% | +40.9% | +40.9% |
| 3Y | +75.9% | +28.7% | +47.2% | +52.0% |
| 5Y | +98.8% | +47.1% | +51.6% | +61.5% |
| All | +851.5% | +122.3% | +729.2% | +613.8% |
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