+995.4%
TER vs SRE
+127.7%
+867.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.6% |
| 7D | +14.4% | +1.8% | +12.6% | +13.6% |
| 30D | -30.6% | -3.0% | -27.6% | -29.7% |
| 3M | -39.2% | -7.3% | -31.9% | -37.6% |
| 6M | -31.3% | -11.9% | -19.4% | -28.3% |
| YTD | +29.1% | -7.9% | +36.9% | +32.5% |
| 1Y | +47.4% | -11.1% | +58.6% | +53.4% |
| 3Y | +191.2% | +24.8% | +166.4% | +160.2% |
| 5Y | +74.0% | +52.4% | +21.6% | +43.9% |
| All | +995.4% | +127.7% | +867.7% | +765.0% |
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