+126.1%
SRE vs ALB
+80.1%
+46.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.1% |
| 7D | +1.5% | -8.6% | +10.1% | +2.7% |
| 30D | +0.8% | -4.0% | +4.9% | +1.2% |
| 3M | -5.8% | -17.4% | +11.6% | -3.7% |
| 6M | -7.8% | -25.4% | +17.6% | -5.0% |
| YTD | -2.4% | -10.5% | +8.2% | -2.8% |
| 1Y | +8.9% | +75.8% | -66.9% | -3.4% |
| 3Y | +31.1% | -28.5% | +59.6% | +28.5% |
| 5Y | +48.6% | -45.1% | +93.7% | +46.9% |
| 10Y | +126.1% | +87.3% | +38.8% | +35.3% |
| All | +126.1% | +80.1% | +46.1% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling