+81.7%
SPY vs SRE
+48.6%
+33.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.3% |
| 7D | -0.4% | +1.5% | -1.8% | -0.8% |
| 30D | -1.4% | +0.8% | -2.2% | -1.8% |
| 3M | +3.7% | -5.8% | +9.5% | +5.3% |
| 6M | +13.0% | -7.8% | +20.8% | +15.2% |
| YTD | +12.4% | -2.4% | +14.7% | +12.3% |
| 1Y | +18.5% | +8.9% | +9.6% | +14.0% |
| 3Y | +77.6% | +31.1% | +46.5% | +53.1% |
| 5Y | +81.7% | +48.6% | +33.1% | +50.0% |
| All | +81.7% | +48.6% | +33.1% | +50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling