+11.1%
SRET vs SPY
+344.0%
-332.9%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.9% |
| 7D | -2.8% | -0.9% | -1.9% | -2.2% |
| 30D | +3.8% | -2.4% | +6.2% | +5.5% |
| 3M | -7.2% | -1.2% | -6.0% | -6.5% |
| 6M | -7.3% | +3.3% | -10.6% | -10.0% |
| YTD | -0.9% | +12.3% | -13.2% | -10.1% |
| 1Y | -0.2% | +12.4% | -12.7% | -9.7% |
| 3Y | +33.2% | +78.8% | -45.6% | -19.1% |
| 5Y | +2.4% | +75.2% | -72.8% | -37.4% |
| 10Y | +7.6% | +311.1% | -303.5% | -65.0% |
| All | +11.1% | +344.0% | -332.9% | -65.7% |
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