+2,926.4%
V vs SRE
+479.0%
+2,447.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.7% |
| 7D | -1.7% | -0.3% | -1.4% | -1.7% |
| 30D | +2.0% | -0.7% | +2.7% | +2.1% |
| 3M | +17.4% | -6.3% | +23.7% | +20.4% |
| 6M | +17.5% | -10.7% | +28.1% | +22.8% |
| YTD | +7.6% | -3.5% | +11.1% | +8.0% |
| 1Y | +7.7% | +5.3% | +2.4% | +3.4% |
| 3Y | +54.7% | +31.8% | +22.9% | +28.7% |
| 5Y | +73.0% | +47.4% | +25.7% | +33.5% |
| 10Y | +390.9% | +120.6% | +270.3% | +190.9% |
| All | +2,926.4% | +479.0% | +2,447.4% | +1,004.0% |
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 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