-41.3%
ALNY vs SRE
+4.7%
-46.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.5% |
| 7D | +12.2% | -0.3% | +12.6% | +12.1% |
| 30D | +16.3% | -0.7% | +17.1% | +16.0% |
| 3M | -12.4% | -6.3% | -6.1% | -12.7% |
| 6M | -18.7% | -10.7% | -8.0% | -19.3% |
| YTD | -33.1% | -3.5% | -29.6% | -33.4% |
| 1Y | -41.3% | +5.3% | -46.6% | -40.7% |
| All | -41.3% | +4.7% | -46.0% | -40.7% |
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