+49.5%
SRE vs S
-56.9%
+106.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.3% |
| 7D | -0.7% | +0.1% | -0.7% | -0.7% |
| 30D | -1.7% | -11.8% | +10.1% | -1.4% |
| 3M | -7.1% | +33.9% | -41.0% | -8.2% |
| 6M | -8.4% | +40.1% | -48.5% | -9.9% |
| YTD | -3.5% | +32.1% | -35.6% | -5.0% |
| 1Y | +5.4% | +11.0% | -5.7% | +4.5% |
| 3Y | +29.5% | +16.9% | +12.6% | +27.3% |
| 5Y | +48.3% | -68.9% | +117.2% | +45.1% |
| All | +49.5% | -56.9% | +106.5% | +48.5% |
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