+3,435.9%
ALNY vs SRE
+936.0%
+2,499.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.5% |
| 7D | -6.4% | -0.7% | -5.7% | -6.1% |
| 30D | +11.9% | -1.7% | +13.6% | +12.3% |
| 3M | -15.0% | -7.1% | -7.9% | -12.7% |
| 6M | -23.2% | -8.4% | -14.9% | -20.9% |
| YTD | -37.8% | -3.5% | -34.2% | -37.7% |
| 1Y | -47.3% | +5.4% | -52.7% | -49.5% |
| 3Y | +22.9% | +29.5% | -6.6% | +2.9% |
| 5Y | +30.6% | +48.3% | -17.7% | +0.5% |
| 10Y | +254.6% | +123.5% | +131.2% | +89.0% |
| All | +3,435.9% | +936.0% | +2,499.8% | +577.9% |
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