+1,024.7%
XLE vs SRE
+1,646.7%
-622.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.5% |
| 7D | +2.2% | -0.3% | +2.5% | +2.3% |
| 30D | +11.8% | -0.7% | +12.5% | +11.9% |
| 3M | +9.8% | -6.3% | +16.1% | +13.1% |
| 6M | +15.6% | -10.7% | +26.2% | +21.7% |
| YTD | +45.3% | -3.5% | +48.7% | +46.5% |
| 1Y | +48.3% | +5.3% | +43.0% | +42.5% |
| 3Y | +55.4% | +31.8% | +23.7% | +28.1% |
| 5Y | +216.1% | +47.4% | +168.7% | +143.3% |
| 10Y | +178.4% | +120.6% | +57.8% | +67.6% |
| All | +1,024.7% | +1,646.7% | -622.0% | +185.8% |
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