-7.7%
SRE vs ALK
-1.1%
-6.6%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +8.8% | -11.6% | -3.1% |
| 7D | -2.1% | +12.4% | -14.5% | -2.4% |
| 30D | +6.1% | +2.1% | +4.0% | +6.0% |
| 3M | -3.5% | -23.9% | +20.4% | -2.9% |
| 6M | -10.8% | +8.2% | -19.0% | -11.2% |
| YTD | -4.0% | -20.5% | +16.5% | -4.5% |
| 1Y | -7.7% | -1.0% | -6.6% | -10.2% |
| All | -7.7% | -1.1% | -6.6% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 1y: compounded portfolio wealth divided by compounded ALK 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…
1y analysis · Full analysis span regression · 6 months rolling