+3,644.4%
FIX vs SRE
+117.6%
+3,526.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | -13.9% | -8.2% | -5.8% | -9.9% |
| 30D | -35.5% | -3.6% | -31.9% | -34.2% |
| 3M | -33.9% | -6.3% | -27.7% | -31.8% |
| 6M | -43.3% | -13.0% | -30.3% | -39.4% |
| YTD | +18.7% | -9.2% | +27.9% | +23.9% |
| 1Y | +13.8% | -13.1% | +26.9% | +21.5% |
| 3Y | +495.0% | +22.4% | +472.5% | +412.8% |
| 5Y | +1,049.0% | +47.1% | +1,001.9% | +782.1% |
| 10Y | +3,644.4% | +121.0% | +3,523.4% | +2,655.4% |
| All | +3,644.4% | +117.6% | +3,526.8% | +2,655.4% |
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