+967.5%
DIA vs SRE
+1,525.5%
-558.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | -1.5% | -0.7% | -0.8% | -1.5% |
| 3M | +3.8% | -6.3% | +10.1% | +5.9% |
| 6M | +10.3% | -10.7% | +20.9% | +14.4% |
| YTD | +12.1% | -3.5% | +15.6% | +12.7% |
| 1Y | +18.6% | +5.3% | +13.3% | +15.1% |
| 3Y | +60.6% | +31.8% | +28.8% | +39.4% |
| 5Y | +64.4% | +47.4% | +17.1% | +35.2% |
| 10Y | +250.1% | +120.6% | +129.5% | +138.1% |
| All | +967.5% | +1,525.5% | -558.1% | +275.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling