+1,507.7%
SRE vs ALK
+248.3%
+1,259.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.2% | -0.9% |
| 7D | -0.3% | -0.7% | +0.3% | -0.2% |
| 30D | -0.7% | -19.2% | +18.5% | +2.3% |
| 3M | -6.3% | -1.5% | -4.8% | -6.7% |
| 6M | -10.7% | -13.1% | +2.4% | -10.0% |
| YTD | -3.5% | -16.4% | +13.0% | -2.6% |
| 1Y | +5.3% | -33.1% | +38.4% | +9.5% |
| 3Y | +31.8% | +0.6% | +31.2% | +25.5% |
| 5Y | +47.4% | -26.4% | +73.7% | +44.7% |
| 10Y | +120.6% | -34.2% | +154.7% | +107.0% |
| All | +1,507.7% | +248.3% | +1,259.4% | +874.3% |
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