+55.8%
SRE vs ROIV
+289.9%
-234.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.1% |
| 7D | -0.7% | +19.0% | -19.7% | -1.4% |
| 30D | -1.7% | +16.1% | -17.9% | -2.4% |
| 3M | -7.1% | +44.1% | -51.2% | -8.5% |
| 6M | -8.4% | +37.8% | -46.2% | -9.7% |
| YTD | -3.5% | +88.7% | -92.2% | -6.2% |
| 1Y | +5.4% | +197.3% | -191.9% | +0.5% |
| 3Y | +29.5% | +224.9% | -195.4% | +22.3% |
| 5Y | +48.3% | +311.0% | -262.7% | +32.6% |
| All | +55.8% | +289.9% | -234.1% | +40.8% |
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