+81.0%
F vs SRE
+110.3%
-29.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.3% |
| 7D | -0.6% | -8.4% | +7.7% | +3.6% |
| 30D | +2.9% | -3.2% | +6.0% | +4.4% |
| 3M | -9.5% | -5.3% | -4.2% | -7.7% |
| 6M | +4.0% | -12.6% | +16.6% | +10.0% |
| YTD | -1.3% | -8.8% | +7.5% | +1.6% |
| 1Y | -1.9% | -13.4% | +11.5% | +3.6% |
| 3Y | +53.5% | +24.4% | +29.1% | +29.6% |
| 5Y | -15.1% | +47.3% | -62.5% | -33.8% |
| 10Y | +81.0% | +116.7% | -35.7% | +36.8% |
| All | +81.0% | +110.3% | -29.3% | +36.8% |
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