+196.7%
EXC vs SRE
+127.7%
+69.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.6% | +0.9% |
| 7D | +1.4% | +1.8% | -0.4% | +0.3% |
| 30D | +8.6% | -3.0% | +11.6% | +10.5% |
| 3M | +2.4% | -7.3% | +9.6% | +6.9% |
| 6M | +6.5% | -11.9% | +18.3% | +14.6% |
| YTD | +9.0% | -7.9% | +16.9% | +13.8% |
| 1Y | +4.6% | -11.1% | +15.7% | +11.6% |
| 3Y | +33.5% | +24.8% | +8.7% | +8.6% |
| 5Y | +41.4% | +52.4% | -11.0% | +0.1% |
| All | +196.7% | +127.7% | +69.0% | +62.0% |
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