+126.1%
SRE vs SPY
+312.5%
-186.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.2% |
| 7D | +1.5% | -0.4% | +1.8% | +1.7% |
| 30D | +0.8% | -1.4% | +2.2% | +1.7% |
| 3M | -5.8% | +3.7% | -9.5% | -8.4% |
| 6M | -7.8% | +13.0% | -20.8% | -15.8% |
| YTD | -2.4% | +12.4% | -14.7% | -10.5% |
| 1Y | +8.9% | +18.5% | -9.6% | -4.0% |
| 3Y | +31.1% | +77.6% | -46.5% | -14.4% |
| 5Y | +48.6% | +81.7% | -33.1% | -6.1% |
| 10Y | +126.1% | +319.7% | -193.5% | -22.1% |
| All | +126.1% | +312.5% | -186.4% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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