+50.7%
O vs SRE
+122.3%
-71.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.3% |
| 7D | -2.9% | -0.8% | -2.0% | -2.4% |
| 30D | -4.5% | -3.0% | -1.5% | -3.2% |
| 3M | -2.6% | -8.3% | +5.7% | +1.8% |
| 6M | -5.6% | -8.9% | +3.3% | -1.2% |
| YTD | +9.3% | -4.3% | +13.5% | +11.1% |
| 1Y | +4.3% | +2.7% | +1.6% | +1.6% |
| 3Y | +27.4% | +28.7% | -1.2% | +4.0% |
| 5Y | +17.1% | +47.1% | -30.1% | -14.1% |
| All | +50.7% | +122.3% | -71.6% | -13.9% |
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