+149.9%
XLE vs SRE
+43.0%
+106.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.8% |
| 7D | -12.0% | -9.2% | -2.8% | -8.6% |
| 30D | -2.7% | -1.9% | -0.8% | -2.0% |
| 3M | +6.6% | -6.5% | +13.1% | +9.2% |
| 6M | +9.5% | -15.2% | +24.8% | +16.6% |
| YTD | +40.6% | -9.5% | +50.0% | +45.0% |
| 1Y | +43.6% | -13.2% | +56.8% | +50.7% |
| 3Y | +58.1% | +19.5% | +38.6% | +36.2% |
| All | +149.9% | +43.0% | +106.9% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling