+118.2%
SRE vs MXL
+313.4%
-195.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.5% | -8.3% | -1.3% |
| 7D | -0.8% | +18.9% | -19.7% | -2.0% |
| 30D | -3.0% | +0.3% | -3.3% | -3.3% |
| 3M | -8.3% | -8.0% | -0.3% | -9.3% |
| 6M | -8.9% | +341.2% | -350.2% | -23.2% |
| YTD | -4.3% | +327.8% | -332.1% | -19.3% |
| 1Y | +2.7% | +364.9% | -362.2% | -14.6% |
| 3Y | +28.7% | +229.2% | -200.6% | +4.9% |
| 5Y | +47.1% | +42.8% | +4.4% | +25.8% |
| All | +118.2% | +313.4% | -195.1% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 10y: compounded portfolio wealth divided by compounded MXL 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…
10y analysis · Full analysis span regression · 6 months rolling