+22.3%
DIS vs SRE
+118.9%
-96.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -3.5% | +1.5% | -5.0% | -4.0% |
| 30D | +1.0% | +0.8% | +0.1% | +0.5% |
| 3M | +5.7% | -5.8% | +11.5% | +7.7% |
| 6M | +3.3% | -7.8% | +11.1% | +5.7% |
| YTD | -7.7% | -2.4% | -5.4% | -7.8% |
| 1Y | -10.0% | +8.9% | -18.9% | -14.2% |
| 3Y | +31.7% | +31.1% | +0.6% | +12.7% |
| 5Y | -42.2% | +48.6% | -90.8% | -53.4% |
| 10Y | +22.3% | +126.1% | -103.8% | -8.0% |
| All | +22.3% | +118.9% | -96.6% | -8.0% |
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