+53.5%
ALAB vs SRE
-11.2%
+64.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.8% |
| 7D | +16.3% | +1.8% | +14.6% | +15.8% |
| 30D | -26.1% | -3.0% | -23.1% | -25.3% |
| 3M | -31.3% | -7.3% | -24.0% | -30.1% |
| 6M | -1.0% | -11.9% | +10.9% | +0.2% |
| YTD | +33.3% | -7.9% | +41.2% | +32.0% |
| 1Y | +53.5% | -11.1% | +64.7% | +52.2% |
| All | +53.5% | -11.2% | +64.7% | +52.2% |
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