+31.9%
DIS vs SRE
+127.7%
-95.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | +1.9% | +1.8% | +0.1% | +1.2% |
| 30D | +9.2% | -3.0% | +12.1% | +10.3% |
| 3M | +13.5% | -7.3% | +20.8% | +16.4% |
| 6M | +14.3% | -11.9% | +26.2% | +19.2% |
| YTD | +5.4% | -7.9% | +13.2% | +7.4% |
| 1Y | +12.2% | -11.1% | +23.3% | +15.8% |
| 3Y | +37.2% | +24.8% | +12.4% | +19.2% |
| 5Y | -23.1% | +52.4% | -75.5% | -39.3% |
| All | +31.9% | +127.7% | -95.8% | +1.4% |
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 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