-4.9%
LYB vs SRE
+45.6%
-50.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.6% |
| 7D | +0.3% | -0.8% | +1.1% | +0.6% |
| 30D | +2.5% | -3.0% | +5.5% | +3.5% |
| 3M | +1.4% | -8.3% | +9.7% | +4.6% |
| 6M | -3.5% | -8.9% | +5.4% | -0.4% |
| YTD | +52.0% | -4.3% | +56.3% | +53.5% |
| 1Y | +22.1% | +2.7% | +19.3% | +19.8% |
| 3Y | -22.8% | +28.7% | -51.4% | -34.6% |
| All | -4.9% | +45.6% | -50.5% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling