+1,507.7%
SRE vs ALB
+1,730.2%
-222.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | +0.2% |
| 7D | -0.3% | -8.1% | +7.7% | +1.3% |
| 30D | -0.7% | +6.3% | -7.0% | -2.2% |
| 3M | -6.3% | -23.6% | +17.3% | -2.0% |
| 6M | -10.7% | -24.6% | +14.0% | -7.1% |
| YTD | -3.5% | -10.3% | +6.8% | -4.1% |
| 1Y | +5.3% | +61.5% | -56.2% | -8.9% |
| 3Y | +31.8% | -34.0% | +65.8% | +29.3% |
| 5Y | +47.4% | -44.6% | +91.9% | +42.8% |
| 10Y | +120.6% | +76.1% | +44.5% | +44.8% |
| All | +1,507.7% | +1,730.2% | -222.4% | +452.9% |
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 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