+767.5%
XEL vs SRE
+1,544.3%
-776.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | +0.9% | +1.5% | -0.6% | +0.1% |
| 30D | -0.9% | +0.8% | -1.7% | -1.5% |
| 3M | -1.4% | -5.8% | +4.4% | +1.6% |
| 6M | -5.8% | -7.8% | +2.0% | -1.7% |
| YTD | +4.7% | -2.4% | +7.1% | +5.7% |
| 1Y | +9.1% | +8.9% | +0.1% | +3.7% |
| 3Y | +47.8% | +31.1% | +16.8% | +23.7% |
| 5Y | +29.0% | +48.6% | -19.6% | +0.8% |
| 10Y | +154.0% | +126.1% | +27.9% | +51.6% |
| All | +767.5% | +1,544.3% | -776.7% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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