+48.3%
SRE vs XME
+167.8%
-119.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | -0.4% |
| 7D | -0.7% | -3.0% | +2.4% | 0.0% |
| 30D | -1.7% | -2.6% | +0.9% | -1.4% |
| 3M | -7.1% | +2.2% | -9.2% | -8.0% |
| 6M | -8.4% | +0.7% | -9.1% | -9.6% |
| YTD | -3.5% | +10.9% | -14.4% | -7.8% |
| 1Y | +5.4% | +35.7% | -30.3% | -5.3% |
| 3Y | +29.5% | +127.1% | -97.6% | -1.1% |
| 5Y | +48.3% | +168.5% | -120.2% | +8.6% |
| All | +48.3% | +167.8% | -119.5% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling