+184.5%
SLB vs SRE
+1,424.7%
-1,240.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.6% | +1.7% |
| 7D | -7.1% | -9.2% | +2.1% | -2.3% |
| 30D | +4.1% | -1.9% | +6.0% | +5.1% |
| 3M | -2.6% | -6.5% | +3.9% | +0.2% |
| 6M | -8.6% | -15.2% | +6.7% | -1.1% |
| YTD | +32.2% | -9.5% | +41.7% | +37.5% |
| 1Y | +40.7% | -13.2% | +53.9% | +49.4% |
| 3Y | -4.5% | +19.5% | -24.0% | -17.3% |
| 5Y | +66.4% | +43.6% | +22.8% | +29.7% |
| 10Y | -15.1% | +109.9% | -125.0% | -47.0% |
| All | +184.5% | +1,424.7% | -1,240.2% | -20.8% |
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