+322.1%
IVV vs SRE
+118.9%
+203.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -0.4% | +1.5% | -1.8% | -0.9% |
| 30D | -1.4% | +0.8% | -2.2% | -1.9% |
| 3M | +3.7% | -5.8% | +9.5% | +5.6% |
| 6M | +13.0% | -7.8% | +20.8% | +15.7% |
| YTD | +12.4% | -2.4% | +14.8% | +12.4% |
| 1Y | +18.6% | +8.9% | +9.7% | +13.6% |
| 3Y | +78.1% | +31.1% | +47.0% | +54.0% |
| 5Y | +82.3% | +48.6% | +33.7% | +48.8% |
| 10Y | +322.1% | +126.1% | +196.0% | +205.8% |
| All | +322.1% | +118.9% | +203.2% | +205.8% |
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