+40.1%
ALAB vs SRE
+10.5%
+29.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.6% | +4.0% |
| 7D | +9.6% | +1.5% | +8.2% | +9.7% |
| 30D | -5.3% | +0.8% | -6.1% | -4.9% |
| 3M | -12.0% | -5.8% | -6.3% | -11.9% |
| 6M | +145.7% | -7.8% | +153.5% | +142.4% |
| YTD | +80.7% | -2.4% | +83.0% | +78.9% |
| 1Y | +40.1% | +8.9% | +31.2% | +49.2% |
| All | +40.1% | +10.5% | +29.6% | +49.2% |
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