+96.9%
PSX vs SRE
-7.5%
+104.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.9% | -1.6% | -4.1% |
| 7D | -5.2% | -2.1% | -3.1% | -4.8% |
| 30D | -3.7% | +6.1% | -9.8% | -4.4% |
| 3M | +26.8% | -3.5% | +30.3% | +27.2% |
| 6M | +47.3% | -10.8% | +58.1% | +49.2% |
| YTD | +105.4% | -4.0% | +109.4% | +106.4% |
| 1Y | +96.9% | -7.7% | +104.6% | +98.3% |
| All | +96.9% | -7.5% | +104.4% | +98.3% |
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