+128.5%
SRE vs ALK
-45.1%
+173.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.8% | +5.8% | +1.8% |
| 7D | -1.1% | +0.9% | -2.0% | -1.3% |
| 30D | -4.1% | +3.3% | -7.4% | -5.0% |
| 3M | -7.3% | -17.6% | +10.3% | -4.6% |
| 6M | -14.1% | +0.8% | -15.0% | -15.5% |
| YTD | -8.5% | -22.4% | +13.9% | -6.7% |
| 1Y | -12.0% | -10.1% | -1.9% | -13.0% |
| 3Y | +23.4% | +14.0% | +9.4% | +11.6% |
| 5Y | +51.3% | -29.8% | +81.1% | +48.1% |
| All | +128.5% | -45.1% | +173.6% | +104.0% |
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