+70.3%
T vs SRE
+122.3%
-52.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.3% |
| 7D | +1.5% | -0.8% | +2.3% | +1.8% |
| 30D | +7.5% | -3.0% | +10.5% | +8.5% |
| 3M | +14.8% | -8.3% | +23.1% | +18.3% |
| 6M | -1.7% | -8.9% | +7.2% | +1.3% |
| YTD | +8.7% | -4.3% | +13.0% | +9.9% |
| 1Y | -7.5% | +2.7% | -10.2% | -9.0% |
| 3Y | +110.2% | +28.7% | +81.6% | +84.5% |
| 5Y | +71.6% | +47.1% | +24.5% | +41.6% |
| All | +70.3% | +122.3% | -52.1% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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