+3,653.2%
FIX vs SRE
+108.6%
+3,544.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.1% | +7.5% | +6.5% |
| 7D | -17.5% | -9.2% | -8.3% | -13.2% |
| 30D | -41.6% | -1.9% | -39.7% | -40.9% |
| 3M | -40.6% | -6.5% | -34.0% | -38.7% |
| 6M | -49.4% | -15.2% | -34.1% | -45.3% |
| YTD | +9.2% | -9.5% | +18.6% | +14.1% |
| 1Y | +6.5% | -13.2% | +19.7% | +13.6% |
| 3Y | +448.7% | +19.5% | +429.2% | +380.5% |
| 5Y | +948.7% | +43.6% | +905.1% | +720.5% |
| All | +3,653.2% | +108.6% | +3,544.6% | +2,701.0% |
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