+159.8%
XLB vs SRE
+122.3%
+37.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | -2.8% | -0.8% | -2.0% | -2.5% |
| 30D | -3.1% | -3.0% | -0.1% | -2.2% |
| 3M | -0.2% | -8.3% | +8.2% | +3.0% |
| 6M | +3.1% | -8.9% | +12.0% | +6.4% |
| YTD | +13.3% | -4.3% | +17.5% | +14.4% |
| 1Y | +12.0% | +2.7% | +9.3% | +9.7% |
| 3Y | +31.4% | +28.7% | +2.7% | +13.1% |
| 5Y | +33.9% | +47.1% | -13.2% | +8.1% |
| All | +159.8% | +122.3% | +37.5% | +88.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling