+118.2%
SRE vs USFR
+28.1%
+90.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -0.8% | +0.1% | -1.0% | -0.8% |
| 30D | -3.0% | +0.4% | -3.4% | -2.9% |
| 3M | -8.3% | +1.0% | -9.3% | -8.2% |
| 6M | -8.9% | +2.0% | -10.9% | -8.7% |
| YTD | -4.3% | +2.8% | -7.0% | -3.9% |
| 1Y | +2.7% | +4.1% | -1.4% | +3.3% |
| 3Y | +28.7% | +14.1% | +14.5% | +32.2% |
| 5Y | +47.1% | +20.6% | +26.6% | +52.0% |
| All | +118.2% | +28.1% | +90.1% | +134.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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