+35.5%
XLV vs SRE
+45.6%
-10.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -3.6% | -0.8% | -2.7% | -3.4% |
| 30D | -1.8% | -3.0% | +1.2% | -1.2% |
| 3M | +7.8% | -8.3% | +16.1% | +10.0% |
| 6M | +9.1% | -8.9% | +18.0% | +11.4% |
| YTD | +7.7% | -4.3% | +12.0% | +8.4% |
| 1Y | +20.4% | +2.7% | +17.7% | +18.8% |
| 3Y | +30.8% | +28.7% | +2.1% | +16.4% |
| All | +35.5% | +45.6% | -10.1% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling