+36.3%
DIS vs SRE
+117.6%
-81.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +4.4% | -8.2% | +12.6% | +7.7% |
| 30D | +10.3% | -3.6% | +14.0% | +11.8% |
| 3M | +15.5% | -6.3% | +21.8% | +18.0% |
| 6M | +11.2% | -13.0% | +24.2% | +16.5% |
| YTD | +5.6% | -9.2% | +14.8% | +8.2% |
| 1Y | +7.7% | -13.1% | +20.9% | +12.3% |
| 3Y | +39.3% | +22.4% | +16.9% | +22.0% |
| 5Y | -29.5% | +47.1% | -76.6% | -43.4% |
| 10Y | +36.3% | +121.0% | -84.7% | +6.8% |
| All | +36.3% | +117.6% | -81.4% | +6.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling