-12.6%
TLT vs SRE
+127.7%
-140.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.4% |
| 7D | -3.1% | +1.8% | -4.9% | -3.1% |
| 30D | +1.0% | -3.0% | +4.0% | +1.0% |
| 3M | -2.7% | -7.3% | +4.5% | -2.8% |
| 6M | -4.1% | -11.9% | +7.7% | -4.3% |
| YTD | -5.4% | -7.9% | +2.5% | -5.4% |
| 1Y | -7.0% | -11.1% | +4.1% | -7.2% |
| 3Y | +2.8% | +24.8% | -22.0% | +3.9% |
| 5Y | -35.4% | +52.4% | -87.7% | -33.0% |
| All | -12.6% | +127.7% | -140.3% | -12.4% |
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