+455.4%
V vs SRE
+121.0%
+334.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | +0.8% | -8.2% | +9.0% | +4.1% |
| 30D | +9.9% | -3.6% | +13.6% | +11.4% |
| 3M | +17.5% | -6.3% | +23.8% | +20.0% |
| 6M | +33.5% | -13.0% | +46.5% | +40.1% |
| YTD | +21.6% | -9.2% | +30.8% | +24.7% |
| 1Y | +27.6% | -13.1% | +40.7% | +33.2% |
| 3Y | +76.4% | +22.4% | +54.0% | +54.4% |
| 5Y | +103.8% | +47.1% | +56.7% | +60.9% |
| All | +455.4% | +121.0% | +334.4% | +286.6% |
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