+1,475.9%
XLK vs SRE
+1,632.2%
-156.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | +0.2% | -0.8% | +1.0% | +0.5% |
| 30D | -0.6% | -3.0% | +2.4% | +0.3% |
| 3M | +2.6% | -8.3% | +10.9% | +5.4% |
| 6M | +34.0% | -8.9% | +42.9% | +37.5% |
| YTD | +30.7% | -4.3% | +34.9% | +31.4% |
| 1Y | +39.2% | +2.7% | +36.5% | +36.1% |
| 3Y | +120.4% | +28.7% | +91.8% | +93.0% |
| 5Y | +148.8% | +47.1% | +101.7% | +105.3% |
| 10Y | +803.3% | +121.7% | +681.6% | +515.3% |
| All | +1,475.9% | +1,632.2% | -156.3% | +481.2% |
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 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