+151.8%
HYG vs SRE
+383.2%
-231.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | -0.7% | -0.7% | -0.1% | -0.6% |
| 30D | -0.6% | -1.7% | +1.2% | -0.3% |
| 3M | +0.4% | -7.1% | +7.5% | +1.7% |
| 6M | +1.2% | -8.4% | +9.6% | +2.6% |
| YTD | +1.5% | -3.5% | +5.0% | +1.8% |
| 1Y | +3.2% | +5.4% | -2.2% | +1.6% |
| 3Y | +25.9% | +29.5% | -3.6% | +17.3% |
| 5Y | +18.6% | +48.3% | -29.7% | +6.6% |
| 10Y | +55.8% | +123.5% | -67.7% | +24.6% |
| All | +151.8% | +383.2% | -231.4% | +55.9% |
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