-11.6%
ABT vs SRE
+46.9%
-58.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.5% |
| 7D | -5.0% | -0.7% | -4.3% | -4.8% |
| 30D | -5.8% | -1.7% | -4.1% | -5.5% |
| 3M | +16.7% | -7.1% | +23.8% | +18.8% |
| 6M | -5.2% | -8.4% | +3.1% | -3.3% |
| YTD | -16.0% | -3.5% | -12.5% | -15.6% |
| 1Y | -18.3% | +5.4% | -23.6% | -20.1% |
| 3Y | +9.2% | +29.5% | -20.3% | -4.2% |
| 5Y | -11.6% | +48.3% | -59.9% | -26.7% |
| All | -11.6% | +46.9% | -58.4% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling