+64.3%
XLF vs SRE
+45.6%
+18.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | -1.5% | -0.8% | -0.6% | -1.2% |
| 30D | -1.2% | -3.0% | +1.8% | -0.3% |
| 3M | +9.2% | -8.3% | +17.5% | +12.2% |
| 6M | +16.3% | -8.9% | +25.2% | +19.5% |
| YTD | +5.4% | -4.3% | +9.7% | +6.0% |
| 1Y | +7.6% | +2.7% | +4.9% | +5.0% |
| 3Y | +74.2% | +28.7% | +45.5% | +48.6% |
| All | +64.3% | +45.6% | +18.7% | +31.3% |
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