+1,419.6%
SRE vs ALB
+1,341.4%
+78.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -8.4% | +9.5% | -17.8% | -10.1% |
| 30D | -3.2% | -2.1% | -1.0% | -3.0% |
| 3M | -5.3% | -24.1% | +18.8% | -0.6% |
| 6M | -12.6% | -51.0% | +38.4% | -0.6% |
| YTD | -8.8% | -29.3% | +20.6% | -5.4% |
| 1Y | -13.4% | +3.2% | -16.6% | -17.4% |
| 3Y | +24.4% | -9.3% | +33.7% | +12.9% |
| 5Y | +47.3% | -61.6% | +109.0% | +54.3% |
| 10Y | +116.7% | +40.8% | +75.9% | +48.1% |
| All | +1,419.6% | +1,341.4% | +78.2% | +445.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling