+980.4%
SPY vs SRE
+1,440.5%
-460.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.3% | -0.7% |
| 7D | +3.3% | -1.1% | +4.4% | +3.7% |
| 30D | -2.7% | -4.1% | +1.4% | -1.2% |
| 3M | -1.7% | -7.3% | +5.6% | +0.8% |
| 6M | +3.1% | -14.1% | +17.2% | +8.6% |
| YTD | +11.9% | -8.5% | +20.4% | +14.6% |
| 1Y | +12.0% | -12.0% | +24.0% | +16.3% |
| 3Y | +78.2% | +23.4% | +54.8% | +58.0% |
| 5Y | +73.2% | +51.3% | +21.9% | +40.4% |
| 10Y | +309.6% | +126.3% | +183.4% | +172.0% |
| All | +980.4% | +1,440.5% | -460.0% | +283.4% |
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