-35.5%
DOW vs SRE
+46.9%
-82.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.3% |
| 7D | -2.4% | -0.7% | -1.7% | -2.1% |
| 30D | -4.1% | -1.7% | -2.4% | -3.6% |
| 3M | -12.4% | -7.1% | -5.4% | -10.0% |
| 6M | -10.6% | -8.4% | -2.3% | -7.8% |
| YTD | +31.1% | -3.5% | +34.6% | +32.3% |
| 1Y | +30.5% | +5.4% | +25.1% | +27.0% |
| 3Y | -34.4% | +29.5% | -63.9% | -44.2% |
| 5Y | -35.5% | +48.3% | -83.8% | -48.4% |
| All | -35.5% | +46.9% | -82.4% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling