+139.5%
XLP vs SRE
+127.7%
+11.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | +2.5% | +1.8% | +0.8% | +2.0% |
| 30D | +7.3% | -3.0% | +10.3% | +8.2% |
| 3M | +8.1% | -7.3% | +15.3% | +10.3% |
| 6M | +10.5% | -11.9% | +22.4% | +14.4% |
| YTD | +21.2% | -7.9% | +29.0% | +23.5% |
| 1Y | +22.7% | -11.1% | +33.9% | +26.5% |
| 3Y | +44.8% | +24.8% | +20.0% | +29.9% |
| 5Y | +44.7% | +52.4% | -7.6% | +20.0% |
| All | +139.5% | +127.7% | +11.8% | +70.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling