+346.5%
RF vs SRE
+119.9%
+226.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.6% | +0.3% |
| 7D | +1.3% | -0.3% | +1.6% | +1.4% |
| 30D | -3.6% | -0.7% | -2.9% | -3.5% |
| 3M | +8.1% | -6.3% | +14.4% | +11.3% |
| 6M | +11.5% | -10.7% | +22.1% | +17.4% |
| YTD | +15.6% | -3.5% | +19.0% | +16.2% |
| 1Y | +15.7% | +5.3% | +10.4% | +10.4% |
| 3Y | +86.9% | +31.8% | +55.1% | +52.5% |
| 5Y | +89.8% | +47.4% | +42.5% | +43.8% |
| All | +346.5% | +119.9% | +226.6% | +242.3% |
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