+1,434.4%
SRE vs SPY
+975.0%
+459.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | +1.8% | +2.6% | -0.8% | +0.1% |
| 30D | -3.0% | -2.0% | -1.0% | -1.9% |
| 3M | -7.3% | -2.8% | -4.5% | -5.8% |
| 6M | -11.9% | +2.1% | -14.0% | -13.5% |
| YTD | -7.9% | +11.5% | -19.4% | -14.7% |
| 1Y | -11.1% | +13.5% | -24.6% | -18.7% |
| 3Y | +24.8% | +77.7% | -52.9% | -15.1% |
| 5Y | +52.4% | +72.6% | -20.2% | +4.3% |
| 10Y | +127.9% | +308.2% | -180.3% | -10.0% |
| All | +1,434.4% | +975.0% | +459.4% | +235.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling