+311.2%
SPY vs SRE
+124.1%
+187.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | -2.0% | -0.7% | -1.3% | -1.8% |
| 30D | -1.7% | -1.7% | +0.1% | -1.2% |
| 3M | +4.7% | -7.1% | +11.8% | +7.1% |
| 6M | +12.5% | -8.4% | +20.9% | +15.3% |
| YTD | +11.7% | -3.5% | +15.2% | +12.2% |
| 1Y | +17.5% | +5.4% | +12.1% | +14.0% |
| 3Y | +76.6% | +29.5% | +47.0% | +53.7% |
| 5Y | +82.0% | +48.3% | +33.7% | +49.3% |
| All | +311.2% | +124.1% | +187.2% | +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