+612.1%
SRE vs XHB
+167.3%
+444.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.1% | +2.5% |
| 7D | +1.4% | +0.2% | +1.2% | +1.3% |
| 30D | +1.9% | -9.1% | +11.0% | +4.9% |
| 3M | -3.3% | -2.3% | -1.0% | -3.1% |
| 6M | -6.4% | -4.1% | -2.3% | -6.0% |
| YTD | -1.8% | -1.7% | -0.1% | -2.4% |
| 1Y | +10.7% | -15.1% | +25.9% | +15.2% |
| 3Y | +31.8% | +26.8% | +5.0% | +17.6% |
| 5Y | +49.2% | +37.3% | +11.9% | +26.7% |
| 10Y | +118.5% | +205.7% | -87.1% | +38.6% |
| All | +612.1% | +167.3% | +444.8% | +302.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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