+118.2%
SRE vs EFV
+169.9%
-51.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.5% |
| 7D | -0.8% | -0.8% | 0.0% | -0.3% |
| 30D | -3.0% | +0.6% | -3.6% | -3.5% |
| 3M | -8.3% | +7.5% | -15.8% | -12.9% |
| 6M | -8.9% | +13.0% | -21.9% | -16.8% |
| YTD | -4.3% | +18.3% | -22.6% | -15.5% |
| 1Y | +2.7% | +26.7% | -24.0% | -13.7% |
| 3Y | +28.7% | +89.6% | -60.9% | -19.7% |
| 5Y | +47.1% | +98.2% | -51.1% | -12.2% |
| All | +118.2% | +169.9% | -51.7% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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