+16.0%
DIA vs SRE
+7.5%
+8.4%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | -3.0% | -0.7% | -2.3% | -3.0% |
| 30D | -3.0% | -1.7% | -1.3% | -2.9% |
| 3M | +4.5% | -7.1% | +11.6% | +5.3% |
| 6M | +9.8% | -8.4% | +18.1% | +10.7% |
| YTD | +9.3% | -3.5% | +12.8% | +9.3% |
| 1Y | +16.0% | +5.4% | +10.6% | +15.8% |
| All | +16.0% | +7.5% | +8.4% | +15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling