+118.2%
SRE vs SYY
+116.5%
+1.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.2% |
| 7D | -0.8% | +3.9% | -4.8% | -2.2% |
| 30D | -3.0% | -1.7% | -1.3% | -2.5% |
| 3M | -8.3% | +5.2% | -13.5% | -10.1% |
| 6M | -8.9% | -0.2% | -8.7% | -9.7% |
| YTD | -4.3% | +15.4% | -19.6% | -10.2% |
| 1Y | +2.7% | +5.6% | -2.9% | -0.6% |
| 3Y | +28.7% | +28.9% | -0.2% | +14.6% |
| 5Y | +47.1% | +24.1% | +23.1% | +30.7% |
| All | +118.2% | +116.5% | +1.7% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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