+45.4%
XLB vs SRE
+22.5%
+22.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -1.6% | -5.6% | +4.0% | -0.2% |
| 30D | +7.2% | -4.5% | +11.7% | +8.4% |
| 3M | 0.0% | -7.7% | +7.8% | +1.8% |
| 6M | +2.3% | -14.4% | +16.7% | +6.1% |
| YTD | +18.4% | -9.4% | +27.8% | +20.7% |
| 1Y | +23.3% | -13.8% | +37.2% | +27.4% |
| All | +45.4% | +22.5% | +22.8% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling