+69.0%
F vs SRE
+120.6%
-51.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -2.1% | -5.6% | +3.5% | +0.6% |
| 30D | +3.3% | -4.5% | +7.8% | +5.5% |
| 3M | -11.3% | -7.7% | -3.6% | -8.3% |
| 6M | +5.3% | -14.4% | +19.7% | +12.6% |
| YTD | -2.2% | -9.4% | +7.2% | +1.0% |
| 1Y | -3.5% | -13.8% | +10.3% | +2.2% |
| 3Y | +49.5% | +22.2% | +27.4% | +27.3% |
| 5Y | -13.5% | +50.5% | -64.0% | -33.4% |
| 10Y | +69.0% | +124.1% | -55.1% | +26.1% |
| All | +69.0% | +120.6% | -51.6% | +26.1% |
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