+821.1%
XLB vs SRE
+1,567.1%
-746.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | +0.5% | +1.8% | -1.2% | -0.2% |
| 30D | +5.2% | -3.0% | +8.1% | +6.4% |
| 3M | +0.3% | -7.3% | +7.6% | +3.1% |
| 6M | +1.2% | -11.9% | +13.1% | +6.1% |
| YTD | +16.6% | -7.9% | +24.5% | +19.6% |
| 1Y | +21.4% | -11.1% | +32.6% | +26.4% |
| 3Y | +43.2% | +24.8% | +18.4% | +25.0% |
| 5Y | +28.0% | +52.4% | -24.3% | +1.6% |
| 10Y | +164.8% | +127.9% | +36.9% | +69.3% |
| All | +821.1% | +1,567.1% | -746.0% | +186.4% |
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