+1,003.5%
SRE vs ITOT
+885.8%
+117.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | +1.5% | -0.4% | +1.8% | +1.7% |
| 30D | +0.8% | -1.6% | +2.4% | +1.9% |
| 3M | -5.8% | +3.5% | -9.3% | -8.4% |
| 6M | -7.8% | +13.1% | -20.9% | -16.3% |
| YTD | -2.4% | +12.7% | -15.1% | -11.2% |
| 1Y | +8.9% | +18.3% | -9.4% | -4.6% |
| 3Y | +31.1% | +76.4% | -45.3% | -15.4% |
| 5Y | +48.6% | +73.8% | -25.1% | -4.9% |
| 10Y | +126.1% | +301.2% | -175.1% | -25.2% |
| All | +1,003.5% | +885.8% | +117.6% | +69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling