-12.1%
DOW vs SRE
+70.1%
-82.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.6% |
| 7D | -1.4% | -0.8% | -0.6% | -0.9% |
| 30D | -3.9% | -3.0% | -0.9% | -2.5% |
| 3M | -12.7% | -8.3% | -4.4% | -8.5% |
| 6M | -13.7% | -8.9% | -4.8% | -9.5% |
| YTD | +28.4% | -4.3% | +32.7% | +30.4% |
| 1Y | +21.8% | +2.7% | +19.0% | +18.2% |
| 3Y | -35.7% | +28.7% | -64.4% | -48.7% |
| 5Y | -36.8% | +47.1% | -84.0% | -55.7% |
| All | -12.1% | +70.1% | -82.1% | -40.2% |
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