-11.1%
SRE vs ALK
-10.2%
-0.9%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.7% |
| 7D | +1.8% | -1.2% | +2.9% | +1.8% |
| 30D | -3.0% | +7.7% | -10.7% | -3.3% |
| 3M | -7.3% | -19.0% | +11.7% | -6.8% |
| 6M | -11.9% | -0.2% | -11.7% | -12.1% |
| YTD | -7.9% | -23.5% | +15.6% | -8.4% |
| 1Y | -11.1% | -9.1% | -2.0% | -14.2% |
| All | -11.1% | -10.2% | -0.9% | -14.2% |
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