+67.2%
F vs SRE
+126.1%
-58.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.0% | -3.8% | -3.3% |
| 7D | -3.9% | -1.1% | -2.8% | -3.4% |
| 30D | -0.5% | -4.1% | +3.7% | +1.5% |
| 3M | -12.9% | -7.3% | -5.6% | -10.2% |
| 6M | +1.5% | -14.1% | +15.7% | +8.4% |
| YTD | -5.0% | -8.5% | +3.5% | -2.4% |
| 1Y | -7.3% | -12.0% | +4.7% | -2.9% |
| 3Y | +45.3% | +23.4% | +21.9% | +23.1% |
| 5Y | -15.8% | +51.3% | -67.1% | -35.3% |
| All | +67.2% | +126.1% | -58.9% | +27.1% |
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