+24.4%
SRE vs ALB
-13.4%
+37.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -8.4% | +9.5% | -17.8% | -9.0% |
| 30D | -3.2% | -2.1% | -1.0% | -3.1% |
| 3M | -5.3% | -24.1% | +18.8% | -3.6% |
| 6M | -12.6% | -51.0% | +38.4% | -8.1% |
| YTD | -8.8% | -29.3% | +20.6% | -7.7% |
| 1Y | -13.4% | +3.2% | -16.6% | -15.7% |
| 3Y | +24.4% | -9.3% | +33.7% | +15.9% |
| All | +24.4% | -13.4% | +37.8% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling