+1,895.7%
TER vs SRE
+118.9%
+1,776.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.7% | +3.3% |
| 7D | +12.4% | +1.5% | +10.9% | +11.8% |
| 30D | +5.1% | +0.8% | +4.3% | +4.6% |
| 3M | +4.0% | -5.8% | +9.7% | +5.9% |
| 6M | +29.5% | -7.8% | +37.3% | +32.9% |
| YTD | +98.5% | -2.4% | +100.8% | +99.4% |
| 1Y | +234.1% | +8.9% | +225.2% | +222.0% |
| 3Y | +289.0% | +31.1% | +257.9% | +241.4% |
| 5Y | +228.2% | +48.6% | +179.6% | +174.1% |
| 10Y | +1,895.7% | +126.1% | +1,769.5% | +1,404.5% |
| All | +1,895.7% | +118.9% | +1,776.8% | +1,404.5% |
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