+19.5%
SRE vs ALK
+16.0%
+3.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.1% |
| 7D | -9.2% | +9.0% | -18.2% | -10.0% |
| 30D | -1.9% | -1.6% | -0.3% | -1.9% |
| 3M | -6.5% | -23.2% | +16.6% | -4.2% |
| 6M | -15.2% | -3.9% | -11.4% | -15.6% |
| YTD | -9.5% | -22.6% | +13.1% | -8.1% |
| 1Y | -13.2% | -5.3% | -7.9% | -14.6% |
| 3Y | +19.5% | +18.6% | +0.9% | +13.5% |
| All | +19.5% | +16.0% | +3.5% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling