+118.2%
SRE vs MDY
+177.2%
-58.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.3% |
| 7D | -0.8% | -1.9% | +1.0% | +0.2% |
| 30D | -3.0% | -4.6% | +1.6% | -0.4% |
| 3M | -8.3% | -1.2% | -7.1% | -7.8% |
| 6M | -8.9% | +9.2% | -18.1% | -13.9% |
| YTD | -4.3% | +13.1% | -17.3% | -11.6% |
| 1Y | +2.7% | +13.0% | -10.3% | -5.2% |
| 3Y | +28.7% | +49.2% | -20.5% | -0.7% |
| 5Y | +47.1% | +47.2% | -0.1% | +12.3% |
| All | +118.2% | +177.2% | -58.9% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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