+105.9%
SRE vs DECK
+874.1%
-768.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -2.0% |
| 7D | -9.2% | +5.8% | -14.9% | -9.7% |
| 30D | -1.9% | +7.9% | -9.8% | -2.8% |
| 3M | -6.5% | -11.4% | +4.9% | -5.5% |
| 6M | -15.2% | -16.6% | +1.3% | -13.9% |
| YTD | -9.5% | -16.4% | +6.9% | -8.5% |
| 1Y | -13.2% | +8.6% | -21.9% | -15.0% |
| 3Y | +19.5% | -15.1% | +34.6% | +16.1% |
| 5Y | +43.6% | +22.9% | +20.7% | +30.4% |
| All | +105.9% | +874.1% | -768.2% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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