+48.7%
SRE vs IBB
+22.5%
+26.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -0.3% | +1.4% | -1.7% | -0.7% |
| 30D | -0.7% | +10.5% | -11.2% | -3.8% |
| 3M | -6.3% | +23.6% | -29.9% | -12.2% |
| 6M | -10.7% | +22.6% | -33.3% | -16.3% |
| YTD | -3.5% | +25.7% | -29.1% | -10.4% |
| 1Y | +5.3% | +51.4% | -46.1% | -8.2% |
| 3Y | +31.8% | +64.4% | -32.6% | +10.6% |
| All | +48.7% | +22.5% | +26.2% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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