+160.8%
EXC vs SRE
+118.9%
+41.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.2% |
| 7D | +0.3% | +1.5% | -1.1% | -0.6% |
| 30D | -0.9% | +0.8% | -1.7% | -1.6% |
| 3M | -2.7% | -5.8% | +3.1% | +0.7% |
| 6M | -9.4% | -7.8% | -1.6% | -5.1% |
| YTD | +3.0% | -2.4% | +5.4% | +3.9% |
| 1Y | +5.1% | +8.9% | -3.8% | -1.2% |
| 3Y | +20.6% | +31.1% | -10.5% | -4.7% |
| 5Y | +45.7% | +48.6% | -2.9% | +5.1% |
| 10Y | +160.8% | +126.1% | +34.7% | +40.6% |
| All | +160.8% | +118.9% | +41.9% | +40.6% |
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