+118.2%
SRE vs ITOT
+303.4%
-185.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.3% |
| 7D | -0.8% | -0.9% | +0.1% | -0.2% |
| 30D | -3.0% | -1.5% | -1.6% | -2.1% |
| 3M | -8.3% | +3.6% | -11.9% | -10.7% |
| 6M | -8.9% | +13.7% | -22.6% | -17.0% |
| YTD | -4.3% | +12.9% | -17.2% | -12.4% |
| 1Y | +2.7% | +17.2% | -14.4% | -8.5% |
| 3Y | +28.7% | +75.6% | -47.0% | -14.3% |
| 5Y | +47.1% | +75.5% | -28.3% | -3.6% |
| All | +118.2% | +303.4% | -185.2% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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