+49.2%
SRE vs ALB
-43.6%
+92.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +1.5% |
| 7D | +1.4% | -4.4% | +5.8% | +1.8% |
| 30D | +1.9% | -1.2% | +3.1% | +1.9% |
| 3M | -3.3% | -13.3% | +10.0% | -2.3% |
| 6M | -6.4% | -19.8% | +13.3% | -5.2% |
| YTD | -1.8% | -7.9% | +6.1% | -2.5% |
| 1Y | +10.7% | +60.2% | -49.4% | +2.7% |
| 3Y | +31.8% | -26.4% | +58.2% | +29.0% |
| 5Y | +49.2% | -42.5% | +91.7% | +47.7% |
| All | +49.2% | -43.6% | +92.8% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling