+118.2%
SRE vs SPMO
+517.6%
-399.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | -0.8% | -0.9% | +0.1% | -0.4% |
| 30D | -3.0% | -1.9% | -1.1% | -2.2% |
| 3M | -8.3% | -1.4% | -7.0% | -8.6% |
| 6M | -8.9% | +25.5% | -34.4% | -20.9% |
| YTD | -4.3% | +24.8% | -29.1% | -16.7% |
| 1Y | +2.7% | +24.5% | -21.8% | -10.7% |
| 3Y | +28.7% | +157.1% | -128.5% | -28.2% |
| 5Y | +47.1% | +149.5% | -102.4% | -17.3% |
| All | +118.2% | +517.6% | -399.4% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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