+252.8%
SPOT vs SRE
+97.0%
+155.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | -3.1% | -0.8% | -2.2% | -2.9% |
| 30D | +7.4% | -3.0% | +10.4% | +7.9% |
| 3M | +8.2% | -8.3% | +16.5% | +9.7% |
| 6M | +2.2% | -8.9% | +11.1% | +3.6% |
| YTD | -9.5% | -4.3% | -5.2% | -9.2% |
| 1Y | -23.8% | +2.7% | -26.6% | -24.7% |
| 3Y | +233.5% | +28.7% | +204.8% | +211.3% |
| 5Y | +112.2% | +47.1% | +65.1% | +93.7% |
| All | +252.8% | +97.0% | +155.8% | +203.2% |
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