+99.6%
DE vs SRE
+45.6%
+54.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.0% |
| 3M | +19.1% | -8.3% | +27.4% | +22.7% |
| 6M | +14.4% | -8.9% | +23.3% | +18.0% |
| YTD | +45.9% | -4.3% | +50.2% | +47.8% |
| 1Y | +43.6% | +2.7% | +40.9% | +41.1% |
| 3Y | +75.9% | +28.7% | +47.2% | +49.3% |
| All | +99.6% | +45.6% | +54.0% | +62.8% |
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 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