+3,306.4%
V vs SRE
+447.3%
+2,859.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.5% |
| 7D | -0.8% | -8.4% | +7.6% | +3.2% |
| 30D | +9.5% | -3.2% | +12.7% | +11.0% |
| 3M | +16.7% | -5.3% | +22.0% | +19.1% |
| 6M | +32.9% | -12.6% | +45.5% | +40.4% |
| YTD | +21.1% | -8.8% | +29.9% | +24.5% |
| 1Y | +26.6% | -13.4% | +40.1% | +33.4% |
| 3Y | +78.4% | +24.4% | +54.0% | +52.5% |
| 5Y | +105.5% | +47.3% | +58.1% | +58.0% |
| 10Y | +444.2% | +116.7% | +327.6% | +224.7% |
| All | +3,306.4% | +447.3% | +2,859.1% | +1,172.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling