+121.0%
SRE vs ALK
-39.7%
+160.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -8.2% | +12.9% | -21.1% | -10.2% |
| 30D | -3.6% | +5.5% | -9.2% | -4.8% |
| 3M | -6.3% | -12.1% | +5.9% | -4.5% |
| 6M | -13.0% | +1.7% | -14.7% | -14.5% |
| YTD | -9.2% | -17.4% | +8.2% | -8.3% |
| 1Y | -13.1% | -1.9% | -11.2% | -15.4% |
| 3Y | +22.4% | +21.2% | +1.2% | +9.6% |
| 5Y | +47.1% | -27.8% | +74.9% | +43.6% |
| 10Y | +121.0% | -41.0% | +162.0% | +91.5% |
| All | +121.0% | -39.7% | +160.7% | +91.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling