+1,408.0%
SRE vs ALK
+222.6%
+1,185.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.2% |
| 7D | -9.2% | +9.0% | -18.2% | -10.5% |
| 30D | -1.9% | -1.6% | -0.3% | -1.9% |
| 3M | -6.5% | -23.2% | +16.6% | -3.2% |
| 6M | -15.2% | -3.9% | -11.4% | -15.7% |
| YTD | -9.5% | -22.6% | +13.1% | -7.8% |
| 1Y | -13.2% | -5.3% | -7.9% | -14.5% |
| 3Y | +19.5% | +18.6% | +0.9% | +10.7% |
| 5Y | +43.6% | -34.4% | +78.0% | +43.3% |
| 10Y | +109.9% | -40.8% | +150.7% | +99.6% |
| All | +1,408.0% | +222.6% | +1,185.4% | +821.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling