+24.3%
XLP vs SRE
-7.5%
+31.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.9% | +6.2% | +3.9% |
| 7D | +5.9% | -2.1% | +8.0% | +6.3% |
| 30D | +13.5% | +6.1% | +7.4% | +12.1% |
| 3M | +8.4% | -3.5% | +11.9% | +9.0% |
| 6M | +11.5% | -10.8% | +22.3% | +14.3% |
| YTD | +20.6% | -4.0% | +24.6% | +21.3% |
| 1Y | +24.3% | -7.7% | +32.0% | +25.9% |
| All | +24.3% | -7.5% | +31.8% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling