+102.9%
XLP vs SRE
+121.7%
-18.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.2% |
| 7D | -1.4% | +1.4% | -2.9% | -1.9% |
| 30D | -1.3% | +1.9% | -3.2% | -2.0% |
| 3M | +1.8% | -3.3% | +5.1% | +2.7% |
| 6M | -0.8% | -6.4% | +5.6% | +0.9% |
| YTD | +9.5% | -1.8% | +11.3% | +9.6% |
| 1Y | +7.2% | +10.7% | -3.6% | +3.1% |
| 3Y | +27.1% | +31.8% | -4.7% | +12.2% |
| 5Y | +32.0% | +49.2% | -17.2% | +10.6% |
| 10Y | +102.9% | +118.5% | -15.6% | +47.7% |
| All | +102.9% | +121.7% | -18.8% | +47.7% |
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