+58.3%
DIA vs SRE
+30.8%
+27.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -1.2% | +1.5% | -2.7% | -1.5% |
| 30D | -2.7% | +0.8% | -3.5% | -3.0% |
| 3M | +3.3% | -5.8% | +9.1% | +4.4% |
| 6M | +10.4% | -7.8% | +18.2% | +12.1% |
| YTD | +10.0% | -2.4% | +12.3% | +10.0% |
| 1Y | +16.2% | +8.9% | +7.3% | +13.0% |
| All | +58.3% | +30.8% | +27.5% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling