+834.9%
MSCI vs SRE
+126.1%
+708.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.9% |
| 7D | -0.7% | -1.1% | +0.4% | -0.3% |
| 30D | +16.2% | -4.1% | +20.3% | +17.9% |
| 3M | +16.1% | -7.3% | +23.4% | +19.1% |
| 6M | +12.9% | -14.1% | +27.1% | +18.9% |
| YTD | +14.8% | -8.5% | +23.3% | +17.3% |
| 1Y | +13.8% | -12.0% | +25.8% | +17.9% |
| 3Y | +31.2% | +23.4% | +7.9% | +14.2% |
| 5Y | +5.6% | +51.3% | -45.8% | -15.9% |
| All | +834.9% | +126.1% | +708.9% | +548.7% |
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