+78.4%
V vs SRE
+22.3%
+56.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | -0.8% | -8.4% | +7.6% | +1.0% |
| 30D | +9.5% | -3.2% | +12.7% | +10.2% |
| 3M | +16.7% | -5.3% | +22.0% | +17.8% |
| 6M | +32.9% | -12.6% | +45.5% | +36.5% |
| YTD | +21.1% | -8.8% | +29.9% | +22.4% |
| 1Y | +26.6% | -13.4% | +40.1% | +29.9% |
| 3Y | +78.4% | +24.4% | +54.0% | +64.7% |
| All | +78.4% | +22.3% | +56.0% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling