+336.0%
IR vs SRE
+89.8%
+246.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +1.1% | -5.6% | +6.7% | +3.4% |
| 30D | +7.6% | -4.5% | +12.0% | +9.5% |
| 3M | +0.1% | -7.7% | +7.8% | +2.9% |
| 6M | +14.0% | -14.4% | +28.4% | +20.6% |
| YTD | +7.5% | -9.4% | +16.9% | +10.9% |
| 1Y | +10.1% | -13.8% | +24.0% | +15.9% |
| 3Y | +24.9% | +22.2% | +2.7% | +10.3% |
| 5Y | +46.9% | +50.5% | -3.6% | +18.5% |
| All | +336.0% | +89.8% | +246.2% | +264.6% |
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