+41.9%
XLP vs SRE
+18.5%
+23.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.9% |
| 7D | +0.7% | -9.2% | +9.9% | +2.4% |
| 30D | +10.3% | -1.9% | +12.2% | +10.6% |
| 3M | +6.5% | -6.5% | +13.1% | +7.6% |
| 6M | +8.4% | -15.2% | +23.6% | +11.3% |
| YTD | +18.2% | -9.5% | +27.7% | +20.0% |
| 1Y | +22.4% | -13.2% | +35.6% | +25.1% |
| 3Y | +41.9% | +19.5% | +22.4% | +31.2% |
| All | +41.9% | +18.5% | +23.4% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling