+116.7%
SRE vs FIVE
+596.6%
-479.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.6% | -4.8% | 0.0% |
| 7D | -8.4% | +6.2% | -14.6% | -9.1% |
| 30D | -3.2% | +18.2% | -21.3% | -5.3% |
| 3M | -5.3% | +3.8% | -9.1% | -6.0% |
| 6M | -12.6% | +13.7% | -26.3% | -14.7% |
| YTD | -8.8% | +34.7% | -43.5% | -13.4% |
| 1Y | -13.4% | +66.6% | -80.1% | -20.3% |
| 3Y | +24.4% | +44.3% | -19.9% | +13.2% |
| 5Y | +47.3% | +18.8% | +28.6% | +35.3% |
| 10Y | +116.7% | +569.2% | -452.5% | +61.4% |
| All | +116.7% | +596.6% | -479.9% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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