+130.2%
SRE vs DAR
+311.7%
-181.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | +1.8% | +11.6% | -9.8% | -0.3% |
| 30D | -3.0% | -10.2% | +7.3% | -1.2% |
| 3M | -7.3% | -14.8% | +7.6% | -4.8% |
| 6M | -11.9% | -10.1% | -1.8% | -10.7% |
| YTD | -7.9% | +55.5% | -63.4% | -16.0% |
| 1Y | -11.1% | +61.7% | -72.8% | -19.7% |
| 3Y | +24.8% | +37.2% | -12.4% | +12.6% |
| 5Y | +52.4% | -26.9% | +79.3% | +53.0% |
| All | +130.2% | +311.7% | -181.5% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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