+80.3%
IVV vs SRE
+22.3%
+58.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.2% |
| 7D | +0.1% | -8.4% | +8.5% | +1.7% |
| 30D | -3.3% | -3.2% | -0.2% | -2.8% |
| 3M | -2.4% | -5.3% | +2.9% | -1.5% |
| 6M | +2.6% | -12.6% | +15.2% | +5.0% |
| YTD | +11.3% | -8.8% | +20.1% | +12.6% |
| 1Y | +13.4% | -13.4% | +26.9% | +16.1% |
| 3Y | +80.3% | +24.4% | +55.9% | +66.8% |
| All | +80.3% | +22.3% | +58.0% | +66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling