+47.1%
SRE vs DRI
+75.0%
-27.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -8.2% | +4.2% | -12.4% | -8.9% |
| 30D | -3.6% | +15.7% | -19.3% | -6.3% |
| 3M | -6.3% | +5.8% | -12.0% | -7.4% |
| 6M | -13.0% | +18.4% | -31.5% | -16.2% |
| YTD | -9.2% | +28.2% | -37.4% | -14.4% |
| 1Y | -13.1% | +35.9% | -49.0% | -19.2% |
| 3Y | +22.4% | +67.7% | -45.3% | +7.8% |
| 5Y | +47.1% | +77.9% | -30.8% | +29.7% |
| All | +47.1% | +75.0% | -27.8% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling