+636.4%
SRE vs XME
+242.3%
+394.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | -0.7% | +6.0% | -6.7% | -2.5% |
| 3M | -6.3% | -7.7% | +1.4% | -5.1% |
| 6M | -10.7% | +1.0% | -11.6% | -12.0% |
| YTD | -3.5% | +14.6% | -18.1% | -8.6% |
| 1Y | +5.3% | +46.0% | -40.7% | -7.0% |
| 3Y | +31.8% | +127.0% | -95.2% | +2.2% |
| 5Y | +47.4% | +175.8% | -128.4% | +6.0% |
| 10Y | +120.6% | +414.6% | -294.1% | +25.7% |
| All | +636.4% | +242.3% | +394.1% | +287.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling