+47.3%
SRE vs ROIV
+287.3%
-240.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.6% | -3.8% | +0.6% |
| 7D | -8.4% | +13.3% | -21.7% | -8.9% |
| 30D | -3.2% | +14.8% | -17.9% | -3.7% |
| 3M | -5.3% | +11.9% | -17.2% | -5.8% |
| 6M | -12.6% | +42.4% | -55.0% | -14.0% |
| YTD | -8.8% | +87.4% | -96.2% | -11.3% |
| 1Y | -13.4% | +97.2% | -110.7% | -16.0% |
| 3Y | +24.4% | +375.7% | -351.3% | +16.7% |
| 5Y | +47.3% | +379.0% | -331.7% | +34.7% |
| All | +47.3% | +287.3% | -240.0% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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