+415.1%
XLF vs SRE
+1,676.4%
-1,261.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -2.2% |
| 7D | +0.2% | +1.4% | -1.3% | -0.6% |
| 30D | -0.5% | +1.9% | -2.4% | -1.7% |
| 3M | +10.6% | -3.3% | +13.9% | +12.0% |
| 6M | +14.3% | -6.4% | +20.7% | +17.2% |
| YTD | +5.5% | -1.8% | +7.3% | +5.2% |
| 1Y | +9.6% | +10.7% | -1.2% | +2.3% |
| 3Y | +75.2% | +31.8% | +43.4% | +44.7% |
| 5Y | +65.5% | +49.2% | +16.3% | +26.3% |
| 10Y | +246.4% | +118.5% | +127.9% | +104.0% |
| All | +415.1% | +1,676.4% | -1,261.4% | +13.7% |
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