+135.4%
XLP vs SRE
+117.6%
+17.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.3% |
| 7D | +2.3% | -8.2% | +10.5% | +5.0% |
| 30D | +9.1% | -3.6% | +12.7% | +10.3% |
| 3M | +7.9% | -6.3% | +14.1% | +9.7% |
| 6M | +9.6% | -13.0% | +22.6% | +14.0% |
| YTD | +19.4% | -9.2% | +28.7% | +22.3% |
| 1Y | +22.4% | -13.1% | +35.5% | +27.0% |
| 3Y | +43.2% | +22.4% | +20.8% | +29.2% |
| 5Y | +42.6% | +47.1% | -4.6% | +19.6% |
| 10Y | +135.4% | +121.0% | +14.5% | +70.8% |
| All | +135.4% | +117.6% | +17.8% | +70.8% |
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