+8.3%
DIS vs SRE
-7.5%
+15.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.9% | +7.1% | +4.0% |
| 7D | +9.1% | -2.1% | +11.2% | +8.9% |
| 30D | +14.8% | +6.1% | +8.7% | +15.1% |
| 3M | +21.2% | -3.5% | +24.7% | +20.7% |
| 6M | +18.3% | -10.8% | +29.1% | +17.6% |
| YTD | +5.4% | -4.0% | +9.3% | +4.8% |
| 1Y | +8.3% | -7.7% | +15.9% | +6.4% |
| All | +8.3% | -7.5% | +15.7% | +6.4% |
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