+1,553.0%
SRE vs IBB
+566.2%
+986.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.7% |
| 7D | -9.2% | -1.8% | -7.3% | -8.7% |
| 30D | -1.9% | +5.1% | -7.0% | -3.7% |
| 3M | -6.5% | +10.7% | -17.3% | -10.2% |
| 6M | -15.2% | +22.9% | -38.1% | -21.5% |
| YTD | -9.5% | +26.7% | -36.2% | -17.3% |
| 1Y | -13.2% | +35.1% | -48.3% | -22.5% |
| 3Y | +19.5% | +80.2% | -60.7% | -4.2% |
| 5Y | +43.6% | +37.8% | +5.7% | +24.3% |
| 10Y | +109.9% | +161.2% | -51.3% | +41.3% |
| All | +1,553.0% | +566.2% | +986.9% | +497.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling