+5,993.3%
FIX vs SRE
+121.7%
+5,871.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.5% |
| 7D | +6.1% | +1.4% | +4.6% | +5.3% |
| 30D | -2.7% | +1.9% | -4.6% | -3.8% |
| 3M | -10.9% | -3.3% | -7.7% | -9.9% |
| 6M | +29.0% | -6.4% | +35.4% | +32.6% |
| YTD | +76.9% | -1.8% | +78.7% | +77.4% |
| 1Y | +130.7% | +10.7% | +120.0% | +117.9% |
| 3Y | +790.7% | +31.8% | +758.9% | +640.3% |
| 5Y | +2,185.6% | +49.2% | +2,136.4% | +1,655.6% |
| 10Y | +5,993.3% | +118.5% | +5,874.8% | +4,159.7% |
| All | +5,993.3% | +121.7% | +5,871.6% | +4,159.7% |
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