-27.5%
DOW vs SRE
+51.3%
-78.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | +5.2% | +1.8% | +3.5% | +4.5% |
| 30D | +13.2% | -3.0% | +16.2% | +14.5% |
| 3M | +10.1% | -7.3% | +17.3% | +13.1% |
| 6M | -13.1% | -11.9% | -1.2% | -9.0% |
| YTD | +46.1% | -7.9% | +54.0% | +50.0% |
| 1Y | +50.0% | -11.1% | +61.2% | +56.3% |
| 3Y | -20.2% | +24.8% | -45.0% | -31.8% |
| All | -27.5% | +51.3% | -78.9% | -45.8% |
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 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