+343.3%
SPGI vs SRE
+127.7%
+215.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.8% |
| 7D | +1.2% | +1.8% | -0.5% | +0.6% |
| 30D | +15.9% | -3.0% | +18.9% | +17.2% |
| 3M | +12.3% | -7.3% | +19.6% | +15.3% |
| 6M | +23.7% | -11.9% | +35.6% | +29.2% |
| YTD | -3.5% | -7.9% | +4.3% | -1.6% |
| 1Y | +0.4% | -11.1% | +11.6% | +3.8% |
| 3Y | +29.9% | +24.8% | +5.1% | +13.0% |
| 5Y | +15.2% | +52.4% | -37.2% | -8.4% |
| All | +343.3% | +127.7% | +215.6% | +224.1% |
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