+130.2%
SRE vs FDS
+127.7%
+2.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +1.8% | +1.5% | +0.3% | +1.4% |
| 30D | -3.0% | +14.8% | -17.8% | -6.3% |
| 3M | -7.3% | +16.3% | -23.5% | -11.1% |
| 6M | -11.9% | +66.2% | -78.1% | -24.3% |
| YTD | -7.9% | +16.2% | -24.1% | -13.1% |
| 1Y | -11.1% | +21.8% | -33.0% | -17.7% |
| 3Y | +24.8% | -23.9% | +48.7% | +33.6% |
| 5Y | +52.4% | -23.1% | +75.5% | +60.0% |
| All | +130.2% | +127.7% | +2.5% | +75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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