-12.2%
TLT vs SRE
+126.1%
-138.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.5% |
| 7D | -2.7% | -1.1% | -1.6% | -2.7% |
| 30D | +2.2% | -4.1% | +6.3% | +2.1% |
| 3M | -1.7% | -7.3% | +5.6% | -1.8% |
| 6M | -4.0% | -14.1% | +10.2% | -4.2% |
| YTD | -4.9% | -8.5% | +3.6% | -5.0% |
| 1Y | -7.4% | -12.0% | +4.6% | -7.5% |
| 3Y | +3.0% | +23.4% | -20.3% | +4.1% |
| 5Y | -35.1% | +51.3% | -86.4% | -32.7% |
| All | -12.2% | +126.1% | -138.3% | -12.1% |
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