+1,111.5%
XLI vs SRE
+1,676.4%
-564.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.2% |
| 7D | +1.0% | +1.4% | -0.5% | +0.4% |
| 30D | -5.8% | +1.9% | -7.7% | -6.7% |
| 3M | +0.7% | -3.3% | +4.0% | +1.7% |
| 6M | +3.2% | -6.4% | +9.6% | +5.4% |
| YTD | +13.0% | -1.8% | +14.9% | +13.1% |
| 1Y | +16.8% | +10.7% | +6.0% | +11.0% |
| 3Y | +72.4% | +31.8% | +40.6% | +48.5% |
| 5Y | +82.8% | +49.2% | +33.6% | +48.4% |
| 10Y | +252.4% | +118.5% | +133.9% | +137.1% |
| All | +1,111.5% | +1,676.4% | -564.9% | +313.1% |
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