+197.7%
EXC vs SRE
+117.6%
+80.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | +0.1% | -8.2% | +8.2% | +5.3% |
| 30D | +9.0% | -3.6% | +12.7% | +11.4% |
| 3M | +3.3% | -6.3% | +9.5% | +7.1% |
| 6M | +5.7% | -13.0% | +18.7% | +14.6% |
| YTD | +7.3% | -9.2% | +16.6% | +13.1% |
| 1Y | +2.9% | -13.1% | +16.1% | +11.3% |
| 3Y | +29.3% | +22.4% | +6.9% | +6.5% |
| 5Y | +40.1% | +47.1% | -7.1% | +1.4% |
| 10Y | +197.7% | +121.0% | +76.7% | +68.9% |
| All | +197.7% | +117.6% | +80.0% | +68.9% |
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