+820.5%
XLB vs SRE
+1,646.7%
-826.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -1.4% | -0.3% | -1.1% | -1.3% |
| 30D | -0.4% | -0.7% | +0.4% | -0.4% |
| 3M | +2.0% | -6.3% | +8.3% | +4.4% |
| 6M | +1.8% | -10.7% | +12.5% | +6.2% |
| YTD | +16.6% | -3.5% | +20.0% | +17.4% |
| 1Y | +16.9% | +5.3% | +11.6% | +13.2% |
| 3Y | +32.6% | +31.8% | +0.8% | +13.1% |
| 5Y | +35.6% | +47.4% | -11.7% | +9.3% |
| 10Y | +160.0% | +120.6% | +39.5% | +68.5% |
| All | +820.5% | +1,646.7% | -826.2% | +181.1% |
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