+48.6%
SRE vs EXEL
+194.6%
-146.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -0.6% |
| 7D | +1.5% | -0.3% | +1.8% | +1.5% |
| 30D | +0.8% | +10.1% | -9.3% | -0.2% |
| 3M | -5.8% | +10.1% | -15.9% | -6.8% |
| 6M | -7.8% | +37.7% | -45.5% | -11.1% |
| YTD | -2.4% | +33.1% | -35.4% | -5.6% |
| 1Y | +8.9% | +52.4% | -43.5% | +3.4% |
| 3Y | +31.1% | +163.8% | -132.7% | +14.8% |
| 5Y | +48.6% | +198.5% | -149.9% | +26.9% |
| All | +48.6% | +194.6% | -146.0% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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