+39.9%
SRE vs SITM
+4,789.7%
-4,749.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.3% | -1.1% |
| 7D | -0.8% | +3.9% | -4.7% | -1.1% |
| 30D | -3.0% | -6.6% | +3.6% | -2.7% |
| 3M | -8.3% | -11.9% | +3.6% | -8.3% |
| 6M | -8.9% | +81.1% | -90.0% | -14.2% |
| YTD | -4.3% | +80.0% | -84.2% | -10.2% |
| 1Y | +2.7% | +145.8% | -143.1% | -6.5% |
| 3Y | +28.7% | +475.9% | -447.2% | +6.0% |
| 5Y | +47.1% | +189.2% | -142.1% | +20.9% |
| All | +39.9% | +4,789.7% | -4,749.8% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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