+433.8%
MAR vs SRE
+122.3%
+311.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | -0.5% | -0.8% | +0.3% | -0.2% |
| 30D | -5.4% | -3.0% | -2.4% | -4.5% |
| 3M | -15.5% | -8.3% | -7.2% | -12.9% |
| 6M | +3.0% | -8.9% | +11.9% | +6.2% |
| YTD | +8.5% | -4.3% | +12.8% | +9.6% |
| 1Y | +26.0% | +2.7% | +23.2% | +23.4% |
| 3Y | +68.6% | +28.7% | +39.9% | +45.9% |
| 5Y | +157.4% | +47.1% | +110.2% | +107.8% |
| All | +433.8% | +122.3% | +311.5% | +309.9% |
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