+50.1%
SRE vs DD
+58.1%
-8.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.1% |
| 7D | +1.5% | -3.8% | +5.2% | +2.4% |
| 30D | +0.8% | -9.2% | +10.1% | +3.1% |
| 3M | -5.8% | -9.0% | +3.2% | -3.9% |
| 6M | -7.8% | -5.0% | -2.8% | -7.4% |
| YTD | -2.4% | +7.4% | -9.7% | -5.4% |
| 1Y | +8.9% | +35.1% | -26.2% | -1.3% |
| 3Y | +31.1% | +43.2% | -12.1% | +14.3% |
| All | +50.1% | +58.1% | -8.0% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling