+102.5%
PSX vs SRE
+7.5%
+95.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | +1.5% | -0.7% | +2.2% | +1.6% |
| 30D | +15.8% | -1.7% | +17.6% | +16.0% |
| 3M | +43.0% | -7.1% | +50.1% | +44.2% |
| 6M | +61.1% | -8.4% | +69.5% | +62.9% |
| YTD | +104.5% | -3.5% | +108.0% | +105.0% |
| 1Y | +102.5% | +5.4% | +97.1% | +99.1% |
| All | +102.5% | +7.5% | +95.0% | +99.1% |
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