+755.4%
IBM vs SRE
+1,525.5%
-770.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | +0.3% | -0.7% | +1.0% | +0.3% |
| 3M | -21.6% | -6.3% | -15.3% | -20.1% |
| 6M | -4.7% | -10.7% | +6.0% | -1.6% |
| YTD | -19.1% | -3.5% | -15.6% | -18.8% |
| 1Y | -2.5% | +5.3% | -7.8% | -5.2% |
| 3Y | +74.2% | +31.8% | +42.4% | +53.4% |
| 5Y | +113.1% | +47.4% | +65.8% | +78.8% |
| 10Y | +133.5% | +120.6% | +13.0% | +67.1% |
| All | +755.4% | +1,525.5% | -770.1% | +231.9% |
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