+53.8%
XLE vs SRE
+10.5%
+43.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +0.9% |
| 7D | +0.3% | +1.5% | -1.1% | 0.0% |
| 30D | +8.5% | +0.8% | +7.7% | +8.2% |
| 3M | +14.6% | -5.8% | +20.4% | +16.2% |
| 6M | +17.6% | -7.8% | +25.4% | +19.6% |
| YTD | +48.1% | -2.4% | +50.4% | +48.0% |
| 1Y | +53.8% | +8.9% | +44.9% | +49.4% |
| All | +53.8% | +10.5% | +43.3% | +49.4% |
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