-6.5%
ABT vs SRE
-11.9%
+5.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +2.0% | -1.3% |
| 7D | +8.6% | -7.1% | +15.7% | +9.3% |
| 30D | +16.4% | -0.2% | +16.6% | +16.2% |
| 3M | +8.1% | -4.9% | +13.0% | +8.3% |
| 6M | +32.1% | -14.1% | +46.1% | +34.9% |
| YTD | -7.1% | -7.5% | +0.5% | -6.9% |
| 1Y | -6.5% | -11.0% | +4.5% | -4.8% |
| All | -6.5% | -11.9% | +5.4% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling