+118.5%
SRE vs ALK
-38.6%
+157.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +2.2% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | +1.9% | -18.5% | +20.4% | +5.4% |
| 3M | -3.3% | -3.6% | +0.3% | -3.4% |
| 6M | -6.4% | -3.7% | -2.7% | -7.4% |
| YTD | -1.8% | -19.0% | +17.2% | -0.2% |
| 1Y | +10.7% | -36.0% | +46.8% | +17.4% |
| 3Y | +31.8% | +2.3% | +29.5% | +22.5% |
| 5Y | +49.2% | -27.8% | +77.0% | +45.5% |
| 10Y | +118.5% | -39.0% | +157.5% | +84.6% |
| All | +118.5% | -38.6% | +157.1% | +84.6% |
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