+2,739.7%
MSCI vs SRE
+384.9%
+2,354.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.5% |
| 7D | +1.5% | -8.4% | +9.8% | +5.9% |
| 30D | +14.4% | -3.2% | +17.6% | +16.1% |
| 3M | +15.2% | -5.3% | +20.5% | +17.9% |
| 6M | +11.2% | -12.6% | +23.8% | +18.0% |
| YTD | +13.9% | -8.8% | +22.7% | +17.3% |
| 1Y | +12.5% | -13.4% | +25.9% | +18.9% |
| 3Y | +32.3% | +24.4% | +7.9% | +10.4% |
| 5Y | +4.9% | +47.3% | -42.5% | -21.2% |
| 10Y | +779.7% | +116.7% | +663.0% | +379.5% |
| All | +2,739.7% | +384.9% | +2,354.8% | +771.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling