+48.3%
SRE vs USFR
+20.4%
+27.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.1% |
| 7D | -0.7% | +0.1% | -0.8% | -0.5% |
| 30D | -1.7% | +0.3% | -2.0% | -1.2% |
| 3M | -7.1% | +1.0% | -8.0% | -5.6% |
| 6M | -8.4% | +1.9% | -10.3% | -5.4% |
| YTD | -3.5% | +2.7% | -6.2% | +0.8% |
| 1Y | +5.4% | +4.0% | +1.4% | +12.5% |
| 3Y | +29.5% | +14.1% | +15.5% | +77.4% |
| 5Y | +48.3% | +20.5% | +27.8% | +145.5% |
| All | +48.3% | +20.4% | +27.9% | +145.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling