+122.6%
SRE vs SFM
+273.2%
-150.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | -0.2% |
| 7D | +1.5% | -7.2% | +8.6% | +2.1% |
| 30D | +0.8% | -14.3% | +15.2% | +2.2% |
| 3M | -5.8% | -13.7% | +7.9% | -4.7% |
| 6M | -7.8% | -6.0% | -1.8% | -7.8% |
| YTD | -2.4% | -8.2% | +5.9% | -2.3% |
| 1Y | +8.9% | -46.2% | +55.1% | +14.6% |
| 3Y | +31.1% | +83.6% | -52.5% | +20.0% |
| 5Y | +48.6% | +212.7% | -164.1% | +27.3% |
| All | +122.6% | +273.2% | -150.6% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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