+21.5%
ABT vs SRE
+22.5%
-1.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -5.4% | -5.6% | +0.3% | -4.5% |
| 30D | +8.0% | -4.5% | +12.5% | +8.7% |
| 3M | +0.2% | -7.7% | +7.9% | +1.3% |
| 6M | +34.1% | -14.4% | +48.6% | +37.3% |
| YTD | -10.6% | -9.4% | -1.2% | -9.5% |
| 1Y | -11.8% | -13.8% | +2.0% | -10.0% |
| All | +21.5% | +22.5% | -1.0% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling