+130.2%
SRE vs DD
+97.1%
+33.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | +1.8% | +5.0% | -3.2% | +0.4% |
| 30D | -3.0% | +19.7% | -22.7% | -7.8% |
| 3M | -7.3% | +7.2% | -14.4% | -9.3% |
| 6M | -11.9% | +1.0% | -12.9% | -12.7% |
| YTD | -7.9% | +29.1% | -37.0% | -15.4% |
| 1Y | -11.1% | +28.5% | -39.6% | -18.4% |
| 3Y | +24.8% | +89.4% | -64.6% | -0.1% |
| 5Y | +52.4% | +67.1% | -14.8% | +23.9% |
| All | +130.2% | +97.1% | +33.0% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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