+19.9%
SREA vs SPY
+190.6%
-170.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.5% |
| 7D | -0.1% | -0.8% | +0.7% | +0.2% |
| 30D | -3.2% | -1.1% | -2.1% | -2.8% |
| 3M | -5.1% | +3.9% | -9.0% | -6.6% |
| 6M | -7.7% | +13.6% | -21.3% | -12.3% |
| YTD | -6.9% | +12.7% | -19.5% | -11.3% |
| 1Y | -10.3% | +17.5% | -27.8% | -16.1% |
| 3Y | +0.3% | +76.9% | -76.6% | -21.3% |
| 5Y | -1.3% | +83.6% | -84.9% | -24.7% |
| All | +19.9% | +190.6% | -170.7% | -29.8% |
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