+72.2%
F vs SRE
+117.6%
-45.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | -0.2% | -8.2% | +7.9% | +3.9% |
| 30D | +0.9% | -3.6% | +4.5% | +2.6% |
| 3M | -11.3% | -6.3% | -5.1% | -9.1% |
| 6M | +2.0% | -13.0% | +15.1% | +8.2% |
| YTD | -3.2% | -9.2% | +6.1% | -0.1% |
| 1Y | -3.5% | -13.1% | +9.7% | +1.8% |
| 3Y | +48.1% | +22.4% | +25.7% | +26.0% |
| 5Y | -13.5% | +47.1% | -60.6% | -32.6% |
| 10Y | +72.2% | +121.0% | -48.8% | +29.1% |
| All | +72.2% | +117.6% | -45.5% | +29.1% |
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