+80.4%
XLI vs SRE
+46.9%
+33.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | -2.3% | -0.7% | -1.6% | -2.1% |
| 30D | -8.2% | -1.7% | -6.4% | -7.8% |
| 3M | +0.8% | -7.1% | +7.8% | +3.0% |
| 6M | +0.8% | -8.4% | +9.2% | +3.4% |
| YTD | +10.5% | -3.5% | +14.0% | +11.2% |
| 1Y | +14.1% | +5.4% | +8.7% | +11.0% |
| 3Y | +68.6% | +29.5% | +39.1% | +44.6% |
| 5Y | +80.4% | +48.3% | +32.1% | +45.2% |
| All | +80.4% | +46.9% | +33.5% | +45.2% |
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