+263.6%
EMR vs SRE
+124.1%
+139.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.8% |
| 7D | -1.2% | -0.7% | -0.6% | -1.0% |
| 30D | -9.4% | -1.7% | -7.7% | -9.0% |
| 3M | +8.6% | -7.1% | +15.6% | +11.6% |
| 6M | +6.7% | -8.4% | +15.1% | +10.0% |
| YTD | +13.1% | -3.5% | +16.6% | +13.7% |
| 1Y | +12.7% | +5.4% | +7.3% | +8.8% |
| 3Y | +58.1% | +29.5% | +28.6% | +34.7% |
| 5Y | +63.6% | +48.3% | +15.3% | +29.7% |
| All | +263.6% | +124.1% | +139.6% | +172.2% |
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