+126.1%
SRE vs DAR
+364.6%
-238.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +1.5% | -0.2% | +1.6% | +1.5% |
| 30D | +0.8% | +7.4% | -6.6% | -0.6% |
| 3M | -5.8% | +15.7% | -21.5% | -8.6% |
| 6M | -7.8% | +30.0% | -37.8% | -12.7% |
| YTD | -2.4% | +87.5% | -89.9% | -13.8% |
| 1Y | +8.9% | +113.4% | -104.5% | -6.8% |
| 3Y | +31.1% | +15.3% | +15.8% | +23.5% |
| 5Y | +48.6% | -4.3% | +52.9% | +41.3% |
| 10Y | +126.1% | +380.2% | -254.0% | +42.9% |
| All | +126.1% | +364.6% | -238.5% | +42.9% |
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