-4.2%
IBM vs SRE
+8.8%
-13.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.4% |
| 7D | +3.6% | +1.5% | +2.1% | +3.6% |
| 30D | +1.5% | +0.8% | +0.7% | +1.5% |
| 3M | -12.9% | -5.8% | -7.1% | -12.2% |
| 6M | -3.9% | -7.8% | +3.9% | -2.9% |
| YTD | -17.3% | -2.4% | -15.0% | -17.1% |
| All | -4.2% | +8.8% | -13.0% | +1.0% |
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 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