+144.5%
IBM vs SRE
+118.9%
+25.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.6% |
| 7D | +3.6% | +1.5% | +2.1% | +3.0% |
| 30D | +1.5% | +0.8% | +0.7% | +1.0% |
| 3M | -12.9% | -5.8% | -7.1% | -11.2% |
| 6M | -3.9% | -7.8% | +3.9% | -1.6% |
| YTD | -17.3% | -2.4% | -15.0% | -17.4% |
| 1Y | -5.0% | +8.9% | -13.9% | -9.2% |
| 3Y | +78.2% | +31.1% | +47.1% | +53.2% |
| 5Y | +120.6% | +48.6% | +72.0% | +77.0% |
| 10Y | +144.5% | +126.1% | +18.3% | +72.0% |
| All | +144.5% | +118.9% | +25.6% | +72.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling