+142.5%
XLC vs SRE
+93.6%
+48.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -0.8% | -0.3% | -0.5% | -0.8% |
| 30D | +1.0% | -0.7% | +1.8% | +1.1% |
| 3M | -0.7% | -6.3% | +5.6% | +1.1% |
| 6M | -5.1% | -10.7% | +5.5% | -2.1% |
| YTD | -4.3% | -3.5% | -0.8% | -4.0% |
| 1Y | -0.6% | +5.3% | -5.9% | -3.4% |
| 3Y | +72.7% | +31.8% | +40.9% | +50.1% |
| 5Y | +38.0% | +47.4% | -9.4% | +13.7% |
| All | +142.5% | +93.6% | +48.9% | +84.8% |
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