+24.4%
ALAB vs SRE
-14.1%
+38.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -7.5% | -8.2% | +0.7% | -5.7% |
| 30D | -36.8% | -3.6% | -33.2% | -35.9% |
| 3M | -31.9% | -6.3% | -25.6% | -30.7% |
| 6M | +8.2% | -13.0% | +21.2% | +9.9% |
| YTD | +29.9% | -9.2% | +39.2% | +28.4% |
| 1Y | +24.4% | -13.1% | +37.6% | +22.7% |
| All | +24.4% | -14.1% | +38.5% | +22.7% |
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 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