+31.0%
SRE vs ABCL
+109.3%
-78.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.6% |
| 7D | -0.3% | +0.7% | -1.0% | -0.4% |
| 30D | -0.7% | +93.1% | -93.8% | -3.9% |
| 3M | -6.3% | +79.4% | -85.7% | -9.2% |
| 6M | -10.7% | +214.9% | -225.5% | -16.3% |
| YTD | -3.5% | +234.2% | -237.7% | -10.4% |
| 1Y | +5.3% | +174.8% | -169.5% | -1.6% |
| All | +31.0% | +109.3% | -78.3% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 3y: compounded portfolio wealth divided by compounded ABCL 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…
3y analysis · Full analysis span regression · 6 months rolling