+19.4%
IVV vs SRE
+8.0%
+11.3%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.7% |
| 7D | +0.5% | +1.4% | -0.9% | +0.4% |
| 30D | -1.0% | +1.9% | -2.9% | -1.1% |
| 3M | +3.9% | -3.3% | +7.1% | +4.0% |
| 6M | +14.5% | -6.4% | +20.9% | +14.8% |
| YTD | +12.9% | -1.8% | +14.7% | +12.5% |
| 1Y | +19.4% | +10.7% | +8.6% | +20.0% |
| All | +19.4% | +8.0% | +11.3% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling