+130.2%
SRE vs D
+48.0%
+82.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +1.8% | -1.4% | +3.1% | +2.7% |
| 30D | -3.0% | +7.7% | -10.7% | -7.9% |
| 3M | -7.3% | -0.3% | -7.0% | -7.4% |
| 6M | -11.9% | +10.1% | -21.9% | -17.9% |
| YTD | -7.9% | +19.1% | -26.9% | -18.6% |
| 1Y | -11.1% | +15.9% | -27.1% | -20.3% |
| 3Y | +24.8% | +75.0% | -50.2% | -17.2% |
| 5Y | +52.4% | +13.4% | +39.0% | +36.0% |
| All | +130.2% | +48.0% | +82.2% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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