+118.2%
SRE vs FLR
+19.7%
+98.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -0.9% |
| 7D | -0.8% | -3.5% | +2.7% | -0.6% |
| 30D | -3.0% | +4.2% | -7.2% | -3.4% |
| 3M | -8.3% | +8.1% | -16.4% | -9.2% |
| 6M | -8.9% | +21.5% | -30.4% | -10.9% |
| YTD | -4.3% | +36.8% | -41.0% | -7.5% |
| 1Y | +2.7% | +31.2% | -28.5% | -0.5% |
| 3Y | +28.7% | +53.9% | -25.2% | +21.0% |
| 5Y | +47.1% | +243.0% | -195.9% | +29.0% |
| All | +118.2% | +19.7% | +98.5% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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