+48.6%
SRE vs DAR
-8.0%
+56.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.3% |
| 3M | -5.8% | +15.7% | -21.5% | -7.9% |
| 6M | -7.8% | +30.0% | -37.8% | -11.4% |
| YTD | -2.4% | +87.5% | -89.9% | -11.1% |
| 1Y | +8.9% | +113.4% | -104.5% | -3.0% |
| 3Y | +31.1% | +15.3% | +15.8% | +26.0% |
| 5Y | +48.6% | -4.3% | +52.9% | +45.4% |
| All | +48.6% | -8.0% | +56.6% | +45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling