+33.9%
ALNY vs SRE
+45.6%
-11.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -6.5% | -0.8% | -5.7% | -6.3% |
| 30D | +11.0% | -3.0% | +14.0% | +11.7% |
| 3M | -14.1% | -8.3% | -5.8% | -12.3% |
| 6M | -22.4% | -8.9% | -13.5% | -20.8% |
| YTD | -37.5% | -4.3% | -33.2% | -37.4% |
| 1Y | -46.9% | +2.7% | -49.7% | -48.2% |
| 3Y | +22.1% | +28.7% | -6.6% | +6.8% |
| All | +33.9% | +45.6% | -11.7% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling