+1,961.4%
SRE vs EXEL
+336.4%
+1,625.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.8% |
| 7D | +1.8% | -0.8% | +2.6% | +1.8% |
| 30D | -3.0% | +13.1% | -16.1% | -3.9% |
| 3M | -7.3% | +36.3% | -43.6% | -9.4% |
| 6M | -11.9% | +34.5% | -46.4% | -14.0% |
| YTD | -7.9% | +57.4% | -65.3% | -11.3% |
| 1Y | -11.1% | +62.9% | -74.1% | -14.7% |
| 3Y | +24.8% | +229.5% | -204.7% | +12.6% |
| 5Y | +52.4% | +281.2% | -228.8% | +35.1% |
| 10Y | +127.9% | +320.7% | -192.9% | +93.3% |
| All | +1,961.4% | +336.4% | +1,625.1% | +1,253.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling