+384.8%
V vs SRE
+118.9%
+265.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -2.9% | +1.5% | -4.4% | -3.5% |
| 30D | +1.9% | +0.8% | +1.0% | +1.3% |
| 3M | +13.2% | -5.8% | +19.0% | +15.5% |
| 6M | +16.7% | -7.8% | +24.5% | +19.7% |
| YTD | +5.4% | -2.4% | +7.7% | +5.2% |
| 1Y | +7.7% | +8.9% | -1.2% | +2.5% |
| 3Y | +52.0% | +31.1% | +20.9% | +29.7% |
| 5Y | +67.7% | +48.6% | +19.1% | +33.1% |
| 10Y | +384.8% | +126.1% | +258.6% | +235.4% |
| All | +384.8% | +118.9% | +265.9% | +235.4% |
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