+128.5%
SRE vs CAPR
-63.2%
+191.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.7% | +9.7% | +1.0% |
| 7D | -1.1% | +19.1% | -20.1% | -1.2% |
| 30D | -4.1% | +48.8% | -53.0% | -4.5% |
| 3M | -7.3% | +144.4% | -151.7% | -8.2% |
| 6M | -14.1% | -67.5% | +53.4% | -13.9% |
| YTD | -8.5% | -64.5% | +56.0% | -8.4% |
| 1Y | -12.0% | +74.4% | -86.5% | -14.8% |
| 3Y | +23.4% | +265.7% | -242.4% | +15.6% |
| 5Y | +51.3% | +196.0% | -144.7% | +40.8% |
| All | +128.5% | -63.2% | +191.7% | +100.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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