+249.6%
ALAB vs SRE
+20.9%
+228.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +0.8% | +12.9% | +13.5% |
| 7D | -5.6% | -8.4% | +2.8% | -2.9% |
| 30D | -36.6% | -3.2% | -33.5% | -35.8% |
| 3M | -35.1% | -5.3% | -29.8% | -34.0% |
| 6M | +8.5% | -12.6% | +21.1% | +12.5% |
| YTD | +30.4% | -8.8% | +39.1% | +32.7% |
| 1Y | +31.0% | -13.4% | +44.5% | +35.6% |
| All | +249.6% | +20.9% | +228.7% | +331.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling