+163.9%
XLE vs SRE
+117.6%
+46.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.7% |
| 7D | -6.7% | -8.2% | +1.5% | -2.7% |
| 30D | -4.4% | -3.6% | -0.8% | -2.7% |
| 3M | +4.0% | -6.3% | +10.2% | +6.9% |
| 6M | +13.2% | -13.0% | +26.2% | +20.5% |
| YTD | +41.9% | -9.2% | +51.1% | +47.2% |
| 1Y | +41.6% | -13.1% | +54.8% | +50.1% |
| 3Y | +64.0% | +22.4% | +41.6% | +39.2% |
| 5Y | +158.1% | +47.1% | +111.0% | +95.6% |
| 10Y | +163.9% | +121.0% | +43.0% | +87.1% |
| All | +163.9% | +117.6% | +46.3% | +87.1% |
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