+484.0%
V vs SRE
+127.7%
+356.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.0% |
| 7D | +0.9% | +1.8% | -0.8% | +0.2% |
| 30D | +9.0% | -3.0% | +12.0% | +10.2% |
| 3M | +16.7% | -7.3% | +24.0% | +19.8% |
| 6M | +33.4% | -11.9% | +45.3% | +39.3% |
| YTD | +22.4% | -7.9% | +30.2% | +24.7% |
| 1Y | +27.7% | -11.1% | +38.8% | +32.1% |
| 3Y | +78.0% | +24.8% | +53.2% | +54.6% |
| 5Y | +108.5% | +52.4% | +56.1% | +62.2% |
| All | +484.0% | +127.7% | +356.3% | +314.0% |
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