+64.6%
XLC vs SRE
+22.5%
+42.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +3.5% | -5.6% | +9.1% | +4.4% |
| 30D | -2.6% | -4.5% | +1.9% | -1.9% |
| 3M | -2.1% | -7.7% | +5.6% | -1.0% |
| 6M | -5.5% | -14.4% | +8.9% | -3.2% |
| YTD | -6.9% | -9.4% | +2.5% | -6.0% |
| 1Y | -3.7% | -13.8% | +10.1% | -1.7% |
| All | +64.6% | +22.5% | +42.0% | +54.3% |
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