+143.7%
XLC vs SRE
+92.0%
+51.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | +0.5% | -0.8% | +1.3% | +0.8% |
| 30D | +2.1% | -3.0% | +5.1% | +3.0% |
| 3M | +0.7% | -8.3% | +9.0% | +3.3% |
| 6M | -3.2% | -8.9% | +5.7% | -0.8% |
| YTD | -3.8% | -4.3% | +0.5% | -3.2% |
| 1Y | -2.0% | +2.7% | -4.8% | -4.0% |
| 3Y | +71.4% | +28.7% | +42.7% | +50.2% |
| 5Y | +40.7% | +47.1% | -6.5% | +15.9% |
| All | +143.7% | +92.0% | +51.7% | +86.2% |
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