-28.4%
DT vs SRE
+48.6%
-76.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +0.7% |
| 7D | -0.5% | +1.5% | -2.0% | -0.8% |
| 30D | +0.1% | +0.8% | -0.8% | -0.2% |
| 3M | +24.1% | -5.8% | +29.9% | +25.3% |
| 6M | +30.1% | -7.8% | +37.9% | +31.7% |
| YTD | +16.8% | -2.4% | +19.1% | +16.2% |
| 1Y | -0.1% | +8.9% | -9.0% | -3.9% |
| 3Y | +6.8% | +31.1% | -24.2% | -6.5% |
| 5Y | -28.4% | +48.6% | -77.0% | -37.7% |
| All | -28.4% | +48.6% | -76.9% | -37.7% |
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