+118.2%
SRE vs XME
+421.4%
-303.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -0.8% | -4.2% | +3.4% | +0.2% |
| 30D | -3.0% | -2.7% | -0.3% | -2.6% |
| 3M | -8.3% | -3.9% | -4.4% | -7.9% |
| 6M | -8.9% | -1.0% | -7.9% | -9.9% |
| YTD | -4.3% | +9.8% | -14.1% | -8.5% |
| 1Y | +2.7% | +32.5% | -29.8% | -7.3% |
| 3Y | +28.7% | +124.3% | -95.7% | -1.2% |
| 5Y | +47.1% | +165.8% | -118.7% | +5.3% |
| All | +118.2% | +421.4% | -303.1% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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