+976.5%
SPY vs SRE
+1,451.4%
-474.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | +2.6% | +1.8% | +0.8% | +1.9% |
| 30D | -2.0% | -3.0% | +1.0% | -0.9% |
| 3M | -2.8% | -7.3% | +4.5% | -0.3% |
| 6M | +2.1% | -11.9% | +14.0% | +6.5% |
| YTD | +11.5% | -7.9% | +19.4% | +13.8% |
| 1Y | +13.5% | -11.1% | +24.6% | +17.4% |
| 3Y | +77.7% | +24.8% | +52.9% | +56.8% |
| 5Y | +72.6% | +52.4% | +20.2% | +39.5% |
| 10Y | +308.2% | +127.9% | +180.3% | +170.3% |
| All | +976.5% | +1,451.4% | -474.9% | +281.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling