+2,417.1%
MSCI vs SRE
+413.0%
+2,004.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | +0.4% | -0.3% | +0.7% | +0.5% |
| 30D | +0.6% | -0.7% | +1.3% | +0.7% |
| 3M | -7.1% | -6.3% | -0.8% | -4.4% |
| 6M | +0.8% | -10.7% | +11.5% | +5.7% |
| YTD | +1.0% | -3.5% | +4.5% | +1.3% |
| 1Y | +4.3% | +5.3% | -1.0% | -0.4% |
| 3Y | +9.9% | +31.8% | -21.8% | -10.9% |
| 5Y | -6.8% | +47.4% | -54.1% | -29.7% |
| 10Y | +614.7% | +120.6% | +494.1% | +287.6% |
| All | +2,417.1% | +413.0% | +2,004.1% | +652.7% |
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 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