+3,601.2%
FIX vs SRE
+126.1%
+3,475.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.0% | -3.9% | -3.4% |
| 7D | +16.9% | -1.1% | +18.0% | +17.5% |
| 30D | -30.6% | -4.1% | -26.5% | -29.0% |
| 3M | -35.1% | -7.3% | -27.8% | -32.7% |
| 6M | -44.0% | -14.1% | -29.9% | -39.8% |
| YTD | +21.0% | -8.5% | +29.6% | +25.9% |
| 1Y | +16.2% | -12.0% | +28.2% | +23.3% |
| 3Y | +506.9% | +23.4% | +483.5% | +420.8% |
| 5Y | +1,051.1% | +51.3% | +999.8% | +769.8% |
| All | +3,601.2% | +126.1% | +3,475.1% | +2,593.9% |
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