+76.5%
SPY vs SRE
+30.8%
+45.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.4% |
| 7D | -0.4% | +1.5% | -1.8% | -0.6% |
| 30D | -1.4% | +0.8% | -2.2% | -1.6% |
| 3M | +3.7% | -5.8% | +9.5% | +4.8% |
| 6M | +13.0% | -7.8% | +20.8% | +14.6% |
| YTD | +12.4% | -2.4% | +14.7% | +12.3% |
| 1Y | +18.5% | +8.9% | +9.6% | +15.2% |
| All | +76.5% | +30.8% | +45.6% | +59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling