+118.2%
SRE vs QSR
+135.2%
-16.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | -0.8% | -4.0% | +3.2% | +0.5% |
| 30D | -3.0% | +2.8% | -5.8% | -4.0% |
| 3M | -8.3% | +5.1% | -13.4% | -10.1% |
| 6M | -8.9% | +8.8% | -17.7% | -11.9% |
| YTD | -4.3% | +14.8% | -19.1% | -9.4% |
| 1Y | +2.7% | +25.7% | -23.0% | -5.9% |
| 3Y | +28.7% | +27.5% | +1.1% | +15.3% |
| 5Y | +47.1% | +41.3% | +5.9% | +25.3% |
| All | +118.2% | +135.2% | -16.9% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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