+638.0%
XYZ vs SRE
+110.3%
+527.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.2% |
| 7D | +14.9% | -8.4% | +23.3% | +20.4% |
| 30D | +14.7% | -3.2% | +17.8% | +16.4% |
| 3M | +12.1% | -5.3% | +17.4% | +14.6% |
| 6M | +18.3% | -12.6% | +30.9% | +25.8% |
| YTD | +36.1% | -8.8% | +44.8% | +39.5% |
| 1Y | +35.3% | -13.4% | +48.7% | +43.1% |
| 3Y | +73.5% | +24.4% | +49.1% | +41.0% |
| 5Y | -61.6% | +47.3% | -109.0% | -71.4% |
| 10Y | +638.0% | +116.7% | +521.3% | +382.8% |
| All | +638.0% | +110.3% | +527.7% | +382.8% |
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