+49.4%
SRE vs ALK
-31.3%
+80.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.9% |
| 7D | +1.8% | -1.2% | +2.9% | +1.8% |
| 30D | -3.0% | +7.7% | -10.7% | -4.1% |
| 3M | -7.3% | -19.0% | +11.7% | -5.1% |
| 6M | -11.9% | -0.2% | -11.7% | -12.8% |
| YTD | -7.9% | -23.5% | +15.6% | -6.2% |
| 1Y | -11.1% | -9.1% | -2.0% | -12.2% |
| 3Y | +24.8% | +12.0% | +12.8% | +15.3% |
| All | +49.4% | -31.3% | +80.7% | +47.5% |
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 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