+632.8%
LYB vs SRE
+467.7%
+165.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.5% |
| 7D | +0.3% | -0.8% | +1.1% | +0.8% |
| 30D | +2.5% | -3.0% | +5.5% | +4.0% |
| 3M | +1.4% | -8.3% | +9.7% | +6.4% |
| 6M | -3.5% | -8.9% | +5.4% | +1.2% |
| YTD | +52.0% | -4.3% | +56.3% | +54.2% |
| 1Y | +22.1% | +2.7% | +19.3% | +18.3% |
| 3Y | -22.8% | +28.7% | -51.4% | -38.6% |
| 5Y | -3.4% | +47.1% | -50.5% | -31.7% |
| 10Y | +47.4% | +121.7% | -74.3% | -24.1% |
| All | +632.8% | +467.7% | +165.2% | +38.4% |
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