+118.2%
SRE vs SM
+23.0%
+95.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -0.8% | +4.6% | -5.4% | -1.1% |
| 30D | -3.0% | +18.2% | -21.2% | -4.0% |
| 3M | -8.3% | +22.5% | -30.8% | -9.6% |
| 6M | -8.9% | +50.6% | -59.5% | -11.7% |
| YTD | -4.3% | +108.1% | -112.4% | -9.2% |
| 1Y | +2.7% | +46.0% | -43.3% | -0.5% |
| 3Y | +28.7% | +2.9% | +25.8% | +25.7% |
| 5Y | +47.1% | +112.6% | -65.4% | +36.2% |
| All | +118.2% | +23.0% | +95.3% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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