+508.9%
XLP vs SRE
+1,646.7%
-1,137.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -1.0% | -0.3% | -0.7% | -1.0% |
| 30D | -0.9% | -0.7% | -0.1% | -0.8% |
| 3M | +3.8% | -6.3% | +10.1% | +5.6% |
| 6M | -1.7% | -10.7% | +8.9% | +1.2% |
| YTD | +10.3% | -3.5% | +13.7% | +10.9% |
| 1Y | +7.8% | +5.3% | +2.5% | +5.6% |
| 3Y | +27.2% | +31.8% | -4.6% | +14.4% |
| 5Y | +32.5% | +47.4% | -14.8% | +14.6% |
| 10Y | +101.8% | +120.6% | -18.8% | +51.2% |
| All | +508.9% | +1,646.7% | -1,137.8% | +169.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling