+120.0%
SRE vs DG
+99.2%
+20.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.0% |
| 7D | -0.7% | -6.3% | +5.6% | +0.1% |
| 30D | -1.7% | +2.4% | -4.2% | -2.1% |
| 3M | -7.1% | +12.4% | -19.5% | -8.6% |
| 6M | -8.4% | -14.9% | +6.6% | -6.9% |
| YTD | -3.5% | -6.1% | +2.5% | -3.3% |
| 1Y | +5.4% | +17.9% | -12.5% | +2.2% |
| 3Y | +29.5% | +3.1% | +26.4% | +25.0% |
| 5Y | +48.3% | -38.7% | +87.0% | +56.5% |
| All | +120.0% | +99.2% | +20.8% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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