+197.1%
ABT vs SRE
+122.3%
+74.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | -5.9% | -0.8% | -5.1% | -5.7% |
| 30D | -8.1% | -3.0% | -5.1% | -7.4% |
| 3M | +14.5% | -8.3% | +22.8% | +17.4% |
| 6M | -6.3% | -8.9% | +2.6% | -4.0% |
| YTD | -17.1% | -4.3% | -12.8% | -16.5% |
| 1Y | -21.4% | +2.7% | -24.1% | -22.7% |
| 3Y | +5.9% | +28.7% | -22.7% | -6.0% |
| 5Y | -12.8% | +47.1% | -59.9% | -26.5% |
| All | +197.1% | +122.3% | +74.8% | +118.6% |
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