+128.5%
SRE vs SPG
+114.5%
+14.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | -1.1% | +3.1% | -4.2% | -1.9% |
| 30D | -4.1% | +16.4% | -20.5% | -8.2% |
| 3M | -7.3% | +7.1% | -14.4% | -9.1% |
| 6M | -14.1% | +16.1% | -30.2% | -17.8% |
| YTD | -8.5% | +30.4% | -39.0% | -15.4% |
| 1Y | -12.0% | +33.0% | -45.0% | -19.1% |
| 3Y | +23.4% | +134.6% | -111.3% | -3.5% |
| 5Y | +51.3% | +84.9% | -33.6% | +23.9% |
| All | +128.5% | +114.5% | +14.0% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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