+272.5%
RF vs SRE
+108.6%
+163.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.7% |
| 7D | -0.9% | -9.2% | +8.3% | +4.2% |
| 30D | +6.0% | -1.9% | +7.9% | +7.0% |
| 3M | -8.9% | -6.5% | -2.3% | -6.0% |
| 6M | +2.3% | -15.2% | +17.6% | +10.9% |
| YTD | +7.6% | -9.5% | +17.0% | +11.6% |
| 1Y | +21.2% | -13.2% | +34.4% | +28.5% |
| 3Y | +108.5% | +19.5% | +89.1% | +78.7% |
| 5Y | +43.2% | +43.6% | -0.4% | +9.3% |
| All | +272.5% | +108.6% | +163.9% | +210.2% |
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