+124.1%
SRE vs DAR
+290.1%
-166.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.3% | -1.1% |
| 7D | -5.6% | +3.6% | -9.2% | -6.3% |
| 30D | -4.5% | -11.3% | +6.8% | -2.5% |
| 3M | -7.7% | -13.1% | +5.4% | -5.6% |
| 6M | -14.4% | -15.1% | +0.7% | -12.3% |
| YTD | -9.4% | +50.5% | -59.9% | -16.9% |
| 1Y | -13.8% | +57.9% | -71.8% | -21.8% |
| 3Y | +22.2% | +28.9% | -6.8% | +11.6% |
| 5Y | +50.5% | -31.4% | +81.9% | +53.1% |
| 10Y | +124.1% | +301.0% | -176.9% | +49.8% |
| All | +124.1% | +290.1% | -166.0% | +49.8% |
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