+40.4%
SRE vs S
-48.3%
+88.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.3% |
| 7D | -5.6% | +1.2% | -6.9% | -5.7% |
| 30D | -4.5% | -7.3% | +2.9% | -4.3% |
| 3M | -7.7% | +5.9% | -13.6% | -8.1% |
| 6M | -14.4% | +45.6% | -60.0% | -15.9% |
| YTD | -9.4% | +58.5% | -67.9% | -11.4% |
| 1Y | -13.8% | +37.6% | -51.5% | -15.3% |
| 3Y | +22.2% | +51.7% | -29.5% | +19.0% |
| 5Y | +50.5% | -67.5% | +118.0% | +46.2% |
| All | +40.4% | -48.3% | +88.7% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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