+227.7%
SLB vs SRE
+1,525.5%
-1,297.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | +0.8% | -0.3% | +1.2% | +0.7% |
| 30D | +15.8% | -0.7% | +16.6% | +15.7% |
| 3M | -0.3% | -6.3% | +6.0% | +2.5% |
| 6M | +21.3% | -10.7% | +32.0% | +27.8% |
| YTD | +52.3% | -3.5% | +55.8% | +53.5% |
| 1Y | +63.6% | +5.3% | +58.3% | +57.0% |
| 3Y | +3.8% | +31.8% | -28.0% | -14.7% |
| 5Y | +128.6% | +47.4% | +81.3% | +75.9% |
| 10Y | -3.1% | +120.6% | -123.6% | -41.1% |
| All | +227.7% | +1,525.5% | -1,297.8% | -11.6% |
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