+45.6%
SRE vs ALK
-34.8%
+80.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.2% |
| 7D | -9.2% | +9.0% | -18.2% | -10.2% |
| 30D | -1.9% | -1.6% | -0.3% | -1.9% |
| 3M | -6.5% | -23.2% | +16.6% | -3.7% |
| 6M | -15.2% | -3.9% | -11.4% | -15.7% |
| YTD | -9.5% | -22.6% | +13.1% | -7.9% |
| 1Y | -13.2% | -5.3% | -7.9% | -14.7% |
| 3Y | +19.5% | +18.6% | +0.9% | +9.3% |
| All | +45.6% | -34.8% | +80.4% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling