+126.1%
SRE vs DRI
+348.4%
-222.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | +1.5% | -4.8% | +6.3% | +2.6% |
| 30D | +0.8% | -3.9% | +4.8% | +1.6% |
| 3M | -5.8% | +5.1% | -10.9% | -7.2% |
| 6M | -7.8% | +5.5% | -13.3% | -9.4% |
| YTD | -2.4% | +16.5% | -18.8% | -6.5% |
| 1Y | +8.9% | +2.0% | +6.9% | +7.3% |
| 3Y | +31.1% | +54.5% | -23.4% | +15.8% |
| 5Y | +48.6% | +66.6% | -18.0% | +27.0% |
| 10Y | +126.1% | +353.6% | -227.5% | +65.2% |
| All | +126.1% | +348.4% | -222.3% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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