-1.5%
XLC vs SRE
+7.5%
-9.0%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.6% |
| 7D | -1.7% | -0.7% | -1.0% | -1.6% |
| 30D | +0.2% | -1.7% | +1.9% | +0.2% |
| 3M | +0.7% | -7.1% | +7.8% | +0.8% |
| 6M | -4.5% | -8.4% | +3.9% | -4.3% |
| YTD | -4.7% | -3.5% | -1.2% | -5.3% |
| 1Y | -1.5% | +5.4% | -6.9% | -2.7% |
| All | -1.5% | +7.5% | -9.0% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling