-7.4%
ABT vs SRE
+51.3%
-58.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.0% |
| 7D | -1.3% | +1.8% | -3.0% | -1.7% |
| 30D | +6.0% | -3.0% | +9.0% | +6.8% |
| 3M | -1.9% | -7.3% | +5.4% | -0.2% |
| 6M | +31.2% | -11.9% | +43.1% | +35.2% |
| YTD | -11.2% | -7.9% | -3.4% | -9.9% |
| 1Y | -14.0% | -11.1% | -2.8% | -11.8% |
| 3Y | +20.7% | +24.8% | -4.1% | +6.4% |
| All | -7.4% | +51.3% | -58.7% | -24.7% |
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